+178.7%
XHB vs BBWI
+177.2%
+1.5%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.9% | -0.1% |
| 7D | -1.3% | +1.5% | -2.8% | -1.9% |
| 30D | -6.9% | -5.2% | -1.7% | -5.6% |
| 3M | -1.3% | +11.1% | -12.4% | -6.3% |
| 6M | -6.8% | -13.4% | +6.6% | -4.4% |
| YTD | +0.7% | +0.1% | +0.6% | -3.1% |
| 1Y | -11.2% | -36.1% | +24.9% | -1.3% |
| 3Y | +25.3% | -44.1% | +69.4% | +37.0% |
| 5Y | +37.3% | -66.2% | +103.6% | +71.8% |
| 10Y | +211.5% | -54.8% | +266.3% | +168.6% |
| All | +178.7% | +177.2% | +1.5% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling