+22.1%
ALNY vs XHB
+23.1%
-1.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | -6.5% | -4.6% | -1.9% | -5.4% |
| 30D | +11.0% | -9.1% | +20.2% | +13.8% |
| 3M | -14.1% | -8.6% | -5.5% | -12.2% |
| 6M | -22.4% | -4.0% | -18.4% | -21.8% |
| YTD | -37.5% | -3.9% | -33.5% | -37.0% |
| 1Y | -46.9% | -16.5% | -30.5% | -44.7% |
| 3Y | +22.1% | +22.6% | -0.5% | -2.4% |
| All | +22.1% | +23.1% | -1.0% | -2.4% |
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