+240.9%
XHB vs ALK
-41.4%
+282.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.4% |
| 7D | -4.1% | +2.6% | -6.7% | -5.0% |
| 30D | +9.6% | +7.8% | +1.8% | +6.6% |
| 3M | -6.0% | -15.2% | +9.2% | -0.8% |
| 6M | +2.2% | +5.0% | -2.8% | -0.6% |
| YTD | +1.1% | -18.4% | +19.6% | +5.6% |
| 1Y | -1.7% | -2.4% | +0.7% | -3.9% |
| 3Y | +36.5% | +19.8% | +16.7% | +15.9% |
| 5Y | +33.5% | -27.8% | +61.2% | +33.3% |
| 10Y | +240.9% | -42.0% | +282.9% | +202.3% |
| All | +240.9% | -41.4% | +282.3% | +202.3% |
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