+22.6%
XHB vs BR
-5.3%
+27.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -4.6% | -3.0% | -1.7% | -3.7% |
| 30D | -9.1% | -0.3% | -8.8% | -9.1% |
| 3M | -8.6% | +17.3% | -25.9% | -13.9% |
| 6M | -4.0% | -6.7% | +2.7% | -1.3% |
| YTD | -3.9% | -23.4% | +19.5% | +8.9% |
| 1Y | -16.5% | -32.7% | +16.2% | +1.9% |
| 3Y | +22.6% | -5.9% | +28.5% | +20.2% |
| All | +22.6% | -5.3% | +27.9% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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