+68.2%
XHB vs BAM
+86.2%
-18.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.9% |
| 7D | +1.3% | +9.7% | -8.4% | -2.8% |
| 30D | +7.8% | +19.0% | -11.2% | -0.3% |
| 3M | -5.5% | +0.6% | -6.0% | -5.9% |
| 6M | -2.6% | +11.1% | -13.7% | -7.5% |
| YTD | +0.4% | +4.2% | -3.8% | -2.6% |
| 1Y | -1.0% | +3.3% | -4.3% | -3.7% |
| 3Y | +37.3% | +88.8% | -51.5% | -1.0% |
| All | +68.2% | +86.2% | -18.0% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling