+61.5%
ALB vs XHB
-9.3%
+70.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.7% |
| 7D | -8.1% | -1.3% | -6.8% | -7.7% |
| 30D | +6.3% | -6.9% | +13.1% | +8.6% |
| 3M | -23.6% | -1.3% | -22.3% | -24.0% |
| 6M | -24.6% | -6.8% | -17.8% | -23.4% |
| YTD | -10.3% | +0.7% | -11.0% | -12.5% |
| 1Y | +61.5% | -11.2% | +72.7% | +77.6% |
| All | +61.5% | -9.3% | +70.7% | +77.6% |
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 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