+204.0%
XHB vs BBWI
-57.7%
+261.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.9% | -1.9% |
| 7D | -5.2% | -8.0% | +2.8% | -3.1% |
| 30D | -12.1% | -6.6% | -5.5% | -10.9% |
| 3M | -6.2% | -2.7% | -3.5% | -6.2% |
| 6M | -6.7% | -12.8% | +6.1% | -4.9% |
| YTD | -5.5% | -10.5% | +5.0% | -4.9% |
| 1Y | -15.6% | -35.3% | +19.7% | -8.8% |
| 3Y | +22.0% | -47.7% | +69.7% | +33.9% |
| 5Y | +31.8% | -68.9% | +100.7% | +60.0% |
| All | +204.0% | -57.7% | +261.7% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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