+365.7%
ALAB vs XHB
-3.9%
+369.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.4% | -4.5% | -5.3% |
| 7D | +3.2% | +0.2% | +3.0% | +3.2% |
| 30D | -13.6% | -9.1% | -4.5% | -8.0% |
| 3M | -16.6% | -2.3% | -14.3% | -15.4% |
| 6M | +142.3% | -4.1% | +146.4% | +147.9% |
| YTD | +73.6% | -1.7% | +75.3% | +73.5% |
| 1Y | +33.7% | -15.1% | +48.8% | +47.2% |
| All | +365.7% | -3.9% | +369.6% | +323.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling