+479.6%
ALB vs XHB
+170.3%
+309.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | 0.0% |
| 7D | -3.6% | -2.4% | -1.1% | -2.1% |
| 30D | -2.9% | +7.1% | -9.9% | -7.7% |
| 3M | -25.8% | -6.0% | -19.9% | -23.3% |
| 6M | -53.6% | +2.1% | -55.6% | -55.0% |
| YTD | -32.4% | -0.6% | -31.8% | -34.1% |
| 1Y | -13.0% | -3.3% | -9.8% | -13.8% |
| 3Y | -15.0% | +34.1% | -49.1% | -31.1% |
| 5Y | -63.5% | +28.6% | -92.1% | -69.6% |
| 10Y | +34.7% | +235.0% | -200.3% | -37.9% |
| All | +479.6% | +170.3% | +309.3% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling