+13.9%
XBI vs ALHC
-61.4%
+75.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.1% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | +2.6% | -10.6% | +13.1% | +4.2% |
| 3M | -4.0% | -45.3% | +41.3% | +4.1% |
| 6M | +10.9% | -59.7% | +70.6% | +24.2% |
| YTD | +23.6% | -62.7% | +86.3% | +38.8% |
| 1Y | +35.1% | -56.1% | +91.2% | +47.3% |
| 3Y | +125.2% | +21.3% | +103.9% | +87.3% |
| 5Y | +19.7% | -66.0% | +85.7% | +12.7% |
| All | +13.9% | -61.4% | +75.2% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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