+22.6%
XHB vs BNS
+130.5%
-107.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.2% |
| 7D | -4.6% | -0.4% | -4.2% | -4.4% |
| 30D | -9.1% | +3.5% | -12.6% | -11.3% |
| 3M | -8.6% | +14.1% | -22.6% | -16.6% |
| 6M | -4.0% | +33.8% | -37.8% | -21.4% |
| YTD | -3.9% | +29.5% | -33.4% | -19.9% |
| 1Y | -16.5% | +48.4% | -64.9% | -36.5% |
| 3Y | +22.6% | +129.6% | -107.0% | -32.9% |
| All | +22.6% | +130.5% | -107.9% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 3y: compounded portfolio wealth divided by compounded BNS 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…
3y analysis · Full analysis span regression · 6 months rolling