+1,164.6%
ARES vs XHB
+263.1%
+901.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.6% |
| 7D | -1.7% | -1.3% | -0.4% | -0.8% |
| 30D | +0.3% | -6.9% | +7.2% | +5.0% |
| 3M | +8.5% | -1.3% | +9.7% | +8.8% |
| 6M | +23.5% | -6.8% | +30.3% | +28.1% |
| YTD | -11.2% | +0.7% | -12.0% | -12.9% |
| 1Y | -19.3% | -11.2% | -8.0% | -14.0% |
| 3Y | +48.7% | +25.3% | +23.3% | +22.0% |
| 5Y | +106.5% | +37.3% | +69.2% | +57.8% |
| 10Y | +1,055.3% | +211.5% | +843.8% | +412.5% |
| All | +1,164.6% | +263.1% | +901.5% | +433.4% |
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 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