+167.9%
XHB vs BG
+223.0%
-55.1%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -1.9% | +0.5% | -2.4% | -2.2% |
| 30D | -8.3% | +10.3% | -18.6% | -11.7% |
| 3M | -7.1% | -1.9% | -5.2% | -7.4% |
| 6M | -5.3% | +5.2% | -10.5% | -8.3% |
| YTD | -3.2% | +41.2% | -44.4% | -15.8% |
| 1Y | -13.9% | +50.5% | -64.4% | -27.2% |
| 3Y | +24.9% | +19.9% | +5.0% | +12.1% |
| 5Y | +34.5% | +86.7% | -52.2% | -1.3% |
| 10Y | +215.5% | +167.5% | +48.0% | +87.9% |
| All | +167.9% | +223.0% | -55.1% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling