-63.4%
ALB vs XHB
+28.9%
-92.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -2.0% |
| 7D | -5.8% | -0.2% | -5.5% | -5.7% |
| 30D | -4.5% | +9.9% | -14.5% | -12.1% |
| 3M | -28.1% | -6.3% | -21.8% | -24.9% |
| 6M | -53.2% | +3.8% | -57.0% | -55.8% |
| YTD | -33.3% | +0.1% | -33.5% | -36.4% |
| 1Y | -17.4% | -0.8% | -16.6% | -20.8% |
| 3Y | -14.1% | +35.6% | -49.7% | -37.7% |
| All | -63.4% | +28.9% | -92.2% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling