+1,115.4%
ARES vs XHB
+258.3%
+857.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.2% |
| 7D | -0.3% | -2.4% | +2.1% | +1.3% |
| 30D | +15.3% | +7.1% | +8.2% | +10.3% |
| 3M | -5.4% | -6.0% | +0.6% | -1.4% |
| 6M | +10.0% | +2.1% | +8.0% | +8.0% |
| YTD | -14.7% | -0.6% | -14.1% | -15.5% |
| 1Y | -9.7% | -3.3% | -6.4% | -9.1% |
| 3Y | +35.8% | +34.1% | +1.7% | +6.7% |
| 5Y | +80.9% | +28.6% | +52.3% | +44.1% |
| 10Y | +1,089.9% | +235.0% | +854.9% | +415.7% |
| All | +1,115.4% | +258.3% | +857.2% | +417.6% |
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