+33.6%
XHB vs ALLY
-9.5%
+43.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.8% |
| 7D | +1.3% | +0.9% | +0.4% | +1.0% |
| 30D | +7.8% | +3.1% | +4.7% | +6.5% |
| 3M | -5.5% | -12.6% | +7.1% | +0.2% |
| 6M | -2.6% | -12.4% | +9.8% | +3.1% |
| YTD | +0.4% | -13.2% | +13.5% | +6.1% |
| 1Y | -1.0% | +1.8% | -2.8% | -2.3% |
| 3Y | +37.3% | +58.0% | -20.7% | +8.8% |
| All | +33.6% | -9.5% | +43.1% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling