+167.9%
XHB vs BNS
+470.4%
-302.5%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.9% |
| 7D | -1.9% | -1.3% | -0.6% | -1.0% |
| 30D | -8.3% | +4.0% | -12.3% | -11.3% |
| 3M | -7.1% | +13.8% | -20.9% | -15.9% |
| 6M | -5.3% | +32.7% | -37.9% | -23.1% |
| YTD | -3.2% | +27.6% | -30.8% | -19.3% |
| 1Y | -13.9% | +47.4% | -61.3% | -35.4% |
| 3Y | +24.9% | +129.0% | -104.1% | -32.5% |
| 5Y | +34.5% | +92.7% | -58.2% | -18.2% |
| 10Y | +215.5% | +182.1% | +33.4% | +41.4% |
| All | +167.9% | +470.4% | -302.5% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling