+178.7%
XHB vs BWA
+597.3%
-418.6%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | -0.4% |
| 7D | -1.3% | +5.7% | -7.0% | -4.0% |
| 30D | -6.9% | +1.4% | -8.3% | -7.8% |
| 3M | -1.3% | -12.1% | +10.8% | +4.3% |
| 6M | -6.8% | +28.6% | -35.4% | -19.3% |
| YTD | +0.7% | +51.1% | -50.4% | -21.6% |
| 1Y | -11.2% | +55.9% | -67.1% | -32.2% |
| 3Y | +25.3% | +70.1% | -44.8% | -11.2% |
| 5Y | +37.3% | +90.7% | -53.4% | -10.9% |
| 10Y | +211.5% | +154.0% | +57.5% | +56.1% |
| All | +178.7% | +597.3% | -418.6% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling