-16.5%
XHB vs BBWI
-31.4%
+14.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.8% | +0.4% |
| 7D | -4.6% | -4.8% | +0.2% | -3.9% |
| 30D | -9.1% | +3.5% | -12.6% | -10.0% |
| 3M | -8.6% | -0.3% | -8.2% | -8.7% |
| 6M | -4.0% | -5.4% | +1.3% | -4.0% |
| YTD | -3.9% | -4.7% | +0.8% | -3.6% |
| 1Y | -16.5% | -30.5% | +14.0% | -11.0% |
| All | -16.5% | -31.4% | +14.9% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling