+921.5%
XHB vs BUD
+215.1%
+706.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +1.0% |
| 7D | -4.1% | +0.5% | -4.6% | -4.4% |
| 30D | +9.6% | +7.4% | +2.2% | +5.9% |
| 3M | -6.0% | +4.3% | -10.3% | -8.0% |
| 6M | +2.2% | +5.3% | -3.1% | -0.8% |
| YTD | +1.1% | +33.2% | -32.1% | -12.3% |
| 1Y | -1.7% | +31.8% | -33.5% | -14.4% |
| 3Y | +36.5% | +47.8% | -11.3% | +10.0% |
| 5Y | +33.5% | +50.2% | -16.7% | +4.9% |
| 10Y | +240.9% | -4.8% | +245.7% | +203.9% |
| All | +921.5% | +215.1% | +706.4% | +314.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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