+178.7%
XHB vs ALK
+492.1%
-313.4%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.6% | +0.4% |
| 7D | -1.3% | -0.7% | -0.6% | -1.0% |
| 30D | -6.9% | -19.2% | +12.4% | +0.9% |
| 3M | -1.3% | -1.5% | +0.3% | -1.4% |
| 6M | -6.8% | -13.1% | +6.3% | -3.5% |
| YTD | +0.7% | -16.4% | +17.2% | +5.0% |
| 1Y | -11.2% | -33.1% | +21.8% | -0.1% |
| 3Y | +25.3% | +0.6% | +24.7% | +12.7% |
| 5Y | +37.3% | -26.4% | +63.7% | +35.9% |
| 10Y | +211.5% | -34.2% | +245.7% | +177.7% |
| All | +178.7% | +492.1% | -313.4% | -28.5% |
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 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