+87.3%
ALB vs XHB
+202.9%
-115.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -1.6% |
| 7D | -8.6% | -1.9% | -6.7% | -7.3% |
| 30D | -4.0% | -8.3% | +4.3% | +2.4% |
| 3M | -17.4% | -7.1% | -10.2% | -13.8% |
| 6M | -25.4% | -5.3% | -20.1% | -24.2% |
| YTD | -10.5% | -3.2% | -7.3% | -11.4% |
| 1Y | +75.8% | -13.9% | +89.7% | +90.5% |
| 3Y | -28.5% | +24.9% | -53.4% | -42.3% |
| 5Y | -45.1% | +34.5% | -79.6% | -58.5% |
| 10Y | +87.3% | +215.5% | -128.1% | -21.1% |
| All | +87.3% | +202.9% | -115.6% | -21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling