+37.3%
XHB vs ALM
+1,033.0%
-995.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.8% | -11.2% | -2.8% |
| 7D | +0.2% | +8.4% | -8.2% | -0.2% |
| 30D | -9.1% | +34.8% | -43.9% | -10.4% |
| 3M | -2.3% | +16.2% | -18.5% | -3.4% |
| 6M | -4.1% | +2.1% | -6.3% | -5.1% |
| YTD | -1.7% | +117.0% | -118.7% | -5.4% |
| 1Y | -15.1% | +313.9% | -329.0% | -20.4% |
| 3Y | +26.8% | +2,327.9% | -2,301.1% | +5.9% |
| 5Y | +37.3% | +1,040.6% | -1,003.3% | +18.0% |
| All | +37.3% | +1,033.0% | -995.7% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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