+26.8%
XHB vs BBWI
-44.4%
+71.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -1.6% |
| 7D | +0.2% | +1.6% | -1.4% | -0.2% |
| 30D | -9.1% | -6.2% | -2.9% | -7.9% |
| 3M | -2.3% | +4.3% | -6.7% | -3.9% |
| 6M | -4.1% | -7.2% | +3.0% | -3.8% |
| YTD | -1.7% | -3.0% | +1.3% | -2.9% |
| 1Y | -15.1% | -30.8% | +15.7% | -9.0% |
| 3Y | +26.8% | -43.4% | +70.2% | +35.3% |
| All | +26.8% | -44.4% | +71.3% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling