+177.7%
XHB vs ALK
+448.5%
-270.8%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | +1.3% | +9.0% | -7.7% | -2.1% |
| 30D | +7.8% | -1.6% | +9.4% | +8.3% |
| 3M | -5.5% | -23.2% | +17.7% | +4.2% |
| 6M | -2.6% | -3.9% | +1.3% | -2.4% |
| YTD | +0.4% | -22.6% | +22.9% | +7.4% |
| 1Y | -1.0% | -5.3% | +4.3% | -2.4% |
| 3Y | +37.3% | +18.6% | +18.7% | +15.3% |
| 5Y | +33.7% | -34.4% | +68.1% | +38.7% |
| 10Y | +256.9% | -40.8% | +297.7% | +231.5% |
| All | +177.7% | +448.5% | -270.8% | -26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling