+3.8%
XHB vs BBWI
+16.7%
-12.9%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | +0.4% |
| 7D | -0.2% | +0.1% | -0.4% | -0.2% |
| 30D | +9.9% | +12.9% | -2.9% | +7.5% |
| 3M | -6.3% | +16.0% | -22.3% | -9.2% |
| 6M | +3.8% | +16.6% | -12.8% | +1.4% |
| All | +3.8% | +16.7% | -12.9% | +1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling