+64.8%
XHB vs BAM
+71.9%
-7.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -0.9% |
| 7D | +0.2% | -1.6% | +1.8% | +0.9% |
| 30D | -9.1% | -6.0% | -3.1% | -6.6% |
| 3M | -2.3% | +7.3% | -9.7% | -5.6% |
| 6M | -4.1% | +8.2% | -12.3% | -7.8% |
| YTD | -1.7% | -3.8% | +2.1% | -1.0% |
| 1Y | -15.1% | -10.7% | -4.4% | -12.1% |
| 3Y | +26.8% | +55.3% | -28.5% | -1.4% |
| All | +64.8% | +71.9% | -7.1% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling