+208.9%
XHB vs BG
+166.7%
+42.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.1% |
| 7D | -4.6% | +3.1% | -7.8% | -5.6% |
| 30D | -9.1% | +10.2% | -19.4% | -12.1% |
| 3M | -8.6% | -1.7% | -6.9% | -8.7% |
| 6M | -4.0% | +1.0% | -5.0% | -5.5% |
| YTD | -3.9% | +39.9% | -43.9% | -15.4% |
| 1Y | -16.5% | +53.2% | -69.7% | -29.0% |
| 3Y | +22.6% | +16.3% | +6.3% | +12.3% |
| 5Y | +33.9% | +83.9% | -49.9% | -0.9% |
| All | +208.9% | +166.7% | +42.2% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling