+34.5%
XHB vs BWA
+89.5%
-55.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.9% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -8.3% | -5.6% | -2.8% | -6.2% |
| 3M | -7.1% | -10.7% | +3.6% | -2.9% |
| 6M | -5.3% | +23.2% | -28.4% | -15.1% |
| YTD | -3.2% | +46.0% | -49.2% | -22.0% |
| 1Y | -13.9% | +51.2% | -65.0% | -31.9% |
| 3Y | +24.9% | +69.6% | -44.6% | -9.5% |
| 5Y | +34.5% | +86.6% | -52.1% | -12.5% |
| All | +34.5% | +89.5% | -55.0% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 5y: compounded portfolio wealth divided by compounded BWA 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…
5y analysis · Full analysis span regression · 6 months rolling