+233.4%
XHB vs ALLY
+174.3%
+59.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -0.2% | +0.4% | -0.6% | -0.4% |
| 30D | +9.9% | +5.2% | +4.7% | +7.6% |
| 3M | -6.3% | -13.3% | +7.0% | -0.2% |
| 6M | +3.8% | -6.7% | +10.5% | +7.0% |
| YTD | +0.1% | -12.8% | +13.0% | +5.8% |
| 1Y | -0.8% | +0.7% | -1.5% | -1.7% |
| 3Y | +35.6% | +65.2% | -29.6% | +4.3% |
| 5Y | +29.6% | -10.1% | +39.7% | +25.2% |
| All | +233.4% | +174.3% | +59.1% | +82.3% |
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