+669.0%
ALB vs XHB
+173.9%
+495.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -5.1% |
| 7D | -8.1% | -1.3% | -6.8% | -7.4% |
| 30D | +6.3% | -6.9% | +13.1% | +11.1% |
| 3M | -23.6% | -1.3% | -22.3% | -23.8% |
| 6M | -24.6% | -6.8% | -17.8% | -22.5% |
| YTD | -10.3% | +0.7% | -11.0% | -12.9% |
| 1Y | +61.5% | -11.2% | +72.7% | +70.2% |
| 3Y | -34.0% | +25.3% | -59.3% | -43.8% |
| 5Y | -44.6% | +37.3% | -81.9% | -55.4% |
| 10Y | +76.1% | +211.5% | -135.4% | -14.9% |
| All | +669.0% | +173.9% | +495.1% | +165.1% |
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