+177.1%
XHB vs BBWI
+203.9%
-26.9%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | +0.2% |
| 7D | -0.2% | +0.1% | -0.4% | -0.3% |
| 30D | +9.9% | +12.9% | -2.9% | +5.0% |
| 3M | -6.3% | +16.0% | -22.3% | -12.6% |
| 6M | +3.8% | +16.6% | -12.8% | -4.5% |
| YTD | +0.1% | +9.7% | -9.6% | -7.6% |
| 1Y | -0.8% | +1.5% | -2.3% | -7.9% |
| 3Y | +35.6% | -21.4% | +57.0% | +29.1% |
| 5Y | +29.6% | -67.6% | +97.1% | +64.6% |
| 10Y | +237.5% | -46.8% | +284.3% | +168.6% |
| All | +177.1% | +203.9% | -26.9% | -42.9% |
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