+486.4%
ALB vs XHB
+175.0%
+311.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.1% | -4.1% | +5.2% | +3.7% |
| 30D | -2.6% | +9.6% | -12.2% | -8.8% |
| 3M | -25.6% | -6.0% | -19.6% | -23.0% |
| 6M | -54.0% | +2.2% | -56.2% | -55.4% |
| YTD | -31.6% | +1.1% | -32.7% | -34.1% |
| 1Y | -6.6% | -1.7% | -4.8% | -8.4% |
| 3Y | -14.0% | +36.5% | -50.5% | -31.1% |
| 5Y | -62.5% | +33.5% | -96.0% | -69.5% |
| 10Y | +36.3% | +240.9% | -204.6% | -37.9% |
| All | +486.4% | +175.0% | +311.4% | +100.6% |
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 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