+233.4%
XHB vs ALK
-45.9%
+279.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.3% |
| 7D | -0.2% | -1.2% | +1.0% | +0.1% |
| 30D | +9.9% | +7.7% | +2.2% | +7.0% |
| 3M | -6.3% | -19.0% | +12.7% | +0.4% |
| 6M | +3.8% | -0.2% | +4.1% | +2.8% |
| YTD | +0.1% | -23.5% | +23.6% | +6.9% |
| 1Y | -0.8% | -9.1% | +8.3% | -0.6% |
| 3Y | +35.6% | +12.0% | +23.6% | +17.9% |
| 5Y | +29.6% | -30.9% | +60.4% | +31.4% |
| All | +233.4% | -45.9% | +279.3% | +205.5% |
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