-13.9%
XHB vs ALHC
-19.3%
+5.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.3% |
| 7D | -1.9% | -4.1% | +2.2% | -1.7% |
| 30D | -8.3% | -5.4% | -2.9% | -8.0% |
| 3M | -7.1% | -32.1% | +25.0% | -5.2% |
| 6M | -5.3% | -28.5% | +23.2% | -4.5% |
| YTD | -3.2% | -34.0% | +30.8% | -2.9% |
| 1Y | -13.9% | -20.9% | +7.1% | -15.8% |
| All | -13.9% | -19.3% | +5.5% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling