+177.1%
XHB vs BB
-62.1%
+239.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.2% | +1.2% |
| 7D | -0.2% | +1.8% | -2.0% | -0.5% |
| 30D | +9.9% | +8.1% | +1.8% | +7.9% |
| 3M | -6.3% | -1.0% | -5.3% | -7.1% |
| 6M | +3.8% | +45.9% | -42.1% | -5.5% |
| YTD | +0.1% | +134.8% | -134.7% | -16.9% |
| 1Y | -0.8% | +104.6% | -105.4% | -15.9% |
| 3Y | +35.6% | +152.8% | -117.2% | +5.0% |
| 5Y | +29.6% | -17.4% | +47.0% | +17.7% |
| 10Y | +237.5% | +22.4% | +215.1% | +129.3% |
| All | +177.1% | -62.1% | +239.2% | +129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling