+24.4%
ALAB vs XHB
-1.4%
+25.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +1.3% |
| 7D | -7.5% | +1.2% | -8.6% | -7.5% |
| 30D | -36.8% | +8.9% | -45.7% | -40.2% |
| 3M | -31.9% | -4.2% | -27.7% | -29.8% |
| 6M | +8.2% | +1.4% | +6.9% | +7.0% |
| YTD | +29.9% | +1.2% | +28.7% | +26.4% |
| 1Y | +24.4% | -1.3% | +25.7% | +23.3% |
| All | +24.4% | -1.4% | +25.8% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling