+319.1%
XLB vs BAH
+1,074.5%
-755.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.5% |
| 7D | -1.4% | -1.5% | +0.1% | -1.0% |
| 30D | +7.1% | +17.3% | -10.2% | +2.9% |
| 3M | +0.6% | +14.9% | -14.3% | -3.1% |
| 6M | +3.5% | +14.2% | -10.8% | -0.9% |
| YTD | +18.2% | +5.1% | +13.1% | +14.2% |
| 1Y | +25.6% | +2.1% | +23.5% | +22.0% |
| 3Y | +46.7% | -26.0% | +72.7% | +49.7% |
| 5Y | +30.9% | +9.0% | +21.9% | +16.9% |
| 10Y | +167.7% | +208.8% | -41.1% | +74.5% |
| All | +319.1% | +1,074.5% | -755.4% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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