+52.1%
XHB vs ALHC
-28.9%
+81.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | -6.9% | -1.0% | -5.9% | -6.9% |
| 3M | -1.3% | -10.2% | +8.9% | -1.2% |
| 6M | -6.8% | -28.3% | +21.5% | -5.2% |
| YTD | +0.7% | -31.4% | +32.2% | +2.7% |
| 1Y | -11.2% | -16.9% | +5.7% | -11.4% |
| 3Y | +25.3% | +135.5% | -110.1% | +4.6% |
| 5Y | +37.3% | -33.6% | +70.9% | +22.9% |
| All | +52.1% | -28.9% | +81.0% | +31.6% |
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