-26.4%
ALB vs XHB
+26.5%
-52.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +4.4% |
| 7D | -4.4% | +0.2% | -4.6% | -4.7% |
| 30D | -1.2% | -9.1% | +7.9% | +5.9% |
| 3M | -13.3% | -2.3% | -11.0% | -13.5% |
| 6M | -19.8% | -4.1% | -15.6% | -19.5% |
| YTD | -7.9% | -1.7% | -6.2% | -10.8% |
| 1Y | +60.2% | -15.1% | +75.3% | +78.5% |
| 3Y | -26.4% | +26.8% | -53.3% | -48.7% |
| All | -26.4% | +26.5% | -52.9% | -48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling