+1,127.5%
ARES vs XHB
+260.9%
+866.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.5% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | +19.7% | +9.9% | +9.7% | +12.5% |
| 3M | -9.0% | -6.3% | -2.7% | -4.9% |
| 6M | +11.5% | +3.8% | +7.7% | +8.3% |
| YTD | -13.8% | +0.1% | -14.0% | -15.1% |
| 1Y | -5.6% | -0.8% | -4.8% | -6.6% |
| 3Y | +36.1% | +35.6% | +0.5% | +6.2% |
| 5Y | +82.7% | +29.6% | +53.1% | +44.9% |
| 10Y | +1,101.7% | +237.5% | +864.2% | +418.2% |
| All | +1,127.5% | +260.9% | +866.5% | +420.2% |
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