-6.6%
ALB vs XHB
-1.7%
-4.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.1% | -4.1% | +5.2% | +2.2% |
| 30D | -2.6% | +9.6% | -12.2% | -5.4% |
| 3M | -25.6% | -6.0% | -19.6% | -24.5% |
| 6M | -54.0% | +2.2% | -56.2% | -54.9% |
| YTD | -31.6% | +1.1% | -32.7% | -33.0% |
| 1Y | -6.6% | -1.7% | -4.8% | -7.2% |
| All | -6.6% | -1.7% | -4.9% | -7.2% |
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