+205.7%
XHB vs ALLY
+178.4%
+27.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -0.9% |
| 7D | +0.2% | +1.0% | -0.8% | -0.3% |
| 30D | -9.1% | -3.3% | -5.8% | -7.8% |
| 3M | -2.3% | +0.5% | -2.8% | -2.6% |
| 6M | -4.1% | +12.6% | -16.7% | -9.2% |
| YTD | -1.7% | -4.7% | +3.0% | -0.2% |
| 1Y | -15.1% | +5.2% | -20.3% | -17.8% |
| 3Y | +26.8% | +66.5% | -39.7% | -3.1% |
| 5Y | +37.3% | +0.2% | +37.1% | +25.7% |
| 10Y | +205.7% | +180.8% | +24.9% | +61.1% |
| All | +205.7% | +178.4% | +27.3% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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