+208.9%
XHB vs BTG
+159.3%
+49.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -4.6% | -3.8% | -0.9% | -4.3% |
| 30D | -9.1% | +3.6% | -12.8% | -9.5% |
| 3M | -8.6% | +32.0% | -40.6% | -11.5% |
| 6M | -4.0% | +3.4% | -7.4% | -5.2% |
| YTD | -3.9% | +20.8% | -24.7% | -6.9% |
| 1Y | -16.5% | +22.4% | -38.9% | -19.5% |
| 3Y | +22.6% | +91.7% | -69.1% | +11.0% |
| 5Y | +33.9% | +79.0% | -45.1% | +20.7% |
| All | +208.9% | +159.3% | +49.6% | +174.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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