+23.9%
XBI vs ALHC
-28.9%
+52.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | +7.1% | -1.0% | +8.1% | +7.0% |
| 3M | +22.9% | -10.2% | +33.1% | +22.9% |
| 6M | +29.7% | -28.3% | +58.0% | +33.6% |
| YTD | +34.5% | -31.4% | +65.9% | +38.9% |
| 1Y | +76.1% | -16.9% | +93.0% | +75.3% |
| 3Y | +103.2% | +135.5% | -32.3% | +51.7% |
| 5Y | +22.8% | -33.6% | +56.5% | +5.6% |
| All | +23.9% | -28.9% | +52.8% | +1.5% |
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