+68.8%
ALB vs XHB
-16.2%
+85.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.4% |
| 7D | -7.6% | -5.2% | -2.4% | -6.3% |
| 30D | -5.6% | -12.1% | +6.5% | -2.4% |
| 3M | -16.8% | -6.2% | -10.6% | -16.3% |
| 6M | -26.3% | -6.7% | -19.6% | -26.0% |
| YTD | -13.2% | -5.5% | -7.8% | -13.1% |
| 1Y | +68.8% | -15.6% | +84.4% | +71.9% |
| All | +68.8% | -16.2% | +85.0% | +71.9% |
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