+204.0%
XHB vs BB
-0.1%
+204.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.9% |
| 7D | -5.2% | -2.1% | -3.2% | -5.0% |
| 30D | -12.1% | -16.0% | +3.9% | -10.0% |
| 3M | -6.2% | -14.5% | +8.3% | -5.2% |
| 6M | -6.7% | +118.6% | -125.3% | -19.0% |
| YTD | -5.5% | +98.9% | -104.4% | -16.8% |
| 1Y | -15.6% | +99.5% | -115.1% | -26.3% |
| 3Y | +22.0% | +65.4% | -43.4% | +4.6% |
| 5Y | +31.8% | -27.6% | +59.5% | +22.7% |
| All | +204.0% | -0.1% | +204.1% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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