-1.7%
XHB vs ALK
-3.2%
+1.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.3% |
| 3M | -6.0% | -15.2% | +9.2% | -1.1% |
| 6M | +2.2% | +5.0% | -2.8% | -0.4% |
| YTD | +1.1% | -18.4% | +19.6% | +2.3% |
| 1Y | -1.7% | -2.4% | +0.7% | -7.6% |
| All | -1.7% | -3.2% | +1.5% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling