+178.7%
XHB vs BB
-67.2%
+245.9%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.3% | -5.6% | +4.3% | -0.3% |
| 30D | -6.9% | -11.8% | +4.9% | -5.0% |
| 3M | -1.3% | -25.5% | +24.3% | +2.4% |
| 6M | -6.8% | +121.3% | -128.1% | -21.1% |
| YTD | +0.7% | +103.2% | -102.4% | -13.6% |
| 1Y | -11.2% | +102.6% | -113.9% | -24.4% |
| 3Y | +25.3% | +37.5% | -12.2% | +8.1% |
| 5Y | +37.3% | -30.4% | +67.8% | +28.9% |
| 10Y | +211.5% | 0.0% | +211.5% | +121.1% |
| All | +178.7% | -67.2% | +245.9% | +138.9% |
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