+74.3%
XHB vs BAM
+90.5%
-16.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +2.5% |
| 7D | +1.3% | +5.3% | -3.9% | -1.0% |
| 30D | +11.8% | +18.1% | -6.3% | +3.8% |
| 3M | -3.8% | +4.2% | -8.1% | -5.8% |
| 6M | +4.1% | +11.1% | -7.0% | -1.1% |
| YTD | +4.0% | +6.6% | -2.6% | -0.1% |
| 1Y | +1.6% | +6.2% | -4.6% | -2.4% |
| 3Y | +43.2% | +95.0% | -51.9% | +1.8% |
| All | +74.3% | +90.5% | -16.3% | +23.7% |
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