+33.6%
XHB vs ALK
-34.8%
+68.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | +1.3% | +9.0% | -7.7% | -1.8% |
| 30D | +7.8% | -1.6% | +9.4% | +8.2% |
| 3M | -5.5% | -23.2% | +17.7% | +3.3% |
| 6M | -2.6% | -3.9% | +1.3% | -2.3% |
| YTD | +0.4% | -22.6% | +22.9% | +6.7% |
| 1Y | -1.0% | -5.3% | +4.3% | -2.4% |
| 3Y | +37.3% | +18.6% | +18.7% | +11.5% |
| All | +33.6% | -34.8% | +68.4% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling