+265.6%
XHB vs ALM
+7,705.7%
-7,440.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.0% |
| 7D | -1.3% | -2.6% | +1.3% | -1.3% |
| 30D | -6.9% | +32.0% | -38.9% | -7.0% |
| 3M | -1.3% | -15.0% | +13.8% | -1.2% |
| 6M | -6.8% | -10.1% | +3.3% | -6.8% |
| YTD | +0.7% | +99.4% | -98.7% | +0.5% |
| 1Y | -11.2% | +316.4% | -327.6% | -11.7% |
| 3Y | +25.3% | +2,022.0% | -1,996.7% | +23.9% |
| 5Y | +37.3% | +941.2% | -903.9% | +35.9% |
| 10Y | +211.5% | +2,950.3% | -2,738.8% | +207.3% |
| All | +265.6% | +7,705.7% | -7,440.2% | +257.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling