+260.9%
XHB vs ALLY
+124.8%
+136.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.8% |
| 7D | -1.3% | +3.7% | -5.0% | -2.8% |
| 30D | -6.9% | -2.3% | -4.6% | -6.0% |
| 3M | -1.3% | +3.8% | -5.1% | -2.9% |
| 6M | -6.8% | +9.7% | -16.5% | -10.6% |
| YTD | +0.7% | -1.4% | +2.1% | +0.8% |
| 1Y | -11.2% | +8.2% | -19.5% | -15.0% |
| 3Y | +25.3% | +66.5% | -41.1% | -3.3% |
| 5Y | +37.3% | +1.2% | +36.1% | +25.5% |
| 10Y | +211.5% | +191.4% | +20.1% | +64.2% |
| All | +260.9% | +124.8% | +136.1% | +96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling