+8.6%
ALB vs XHB
+5.8%
+2.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.4% | -0.1% | +3.6% |
| 7D | -2.1% | +9.7% | -11.8% | -4.9% |
| 30D | -9.0% | +11.7% | -20.7% | -12.1% |
| 3M | -21.1% | -1.4% | -19.8% | -21.1% |
| 6M | -49.9% | +6.8% | -56.7% | -51.6% |
| YTD | -32.3% | +5.5% | -37.8% | -34.6% |
| 1Y | +8.6% | +5.1% | +3.5% | +6.4% |
| All | +8.6% | +5.8% | +2.8% | +6.4% |
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