-26.1%
ARES vs XHB
-14.9%
-11.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | -0.1% |
| 7D | -6.1% | -4.6% | -1.4% | -3.7% |
| 30D | -7.5% | -9.1% | +1.6% | -2.9% |
| 3M | +0.1% | -8.6% | +8.7% | +4.2% |
| 6M | +30.3% | -4.0% | +34.3% | +31.7% |
| YTD | -16.6% | -3.9% | -12.7% | -16.2% |
| 1Y | -26.1% | -16.5% | -9.6% | -22.1% |
| All | -26.1% | -14.9% | -11.2% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling