+205.7%
XHB vs ALK
-38.6%
+244.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -1.3% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -9.1% | -18.5% | +9.4% | -2.5% |
| 3M | -2.3% | -3.6% | +1.2% | -1.6% |
| 6M | -4.1% | -3.7% | -0.4% | -4.3% |
| YTD | -1.7% | -19.0% | +17.3% | +3.2% |
| 1Y | -15.1% | -36.0% | +20.9% | -3.9% |
| 3Y | +26.8% | +2.3% | +24.5% | +14.4% |
| 5Y | +37.3% | -27.8% | +65.1% | +37.0% |
| 10Y | +205.7% | -39.0% | +244.6% | +159.5% |
| All | +205.7% | -38.6% | +244.2% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling