+420.8%
RSG vs XHB
+215.4%
+205.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | 0.0% | -4.6% | +4.7% | +1.4% |
| 30D | +4.0% | -9.1% | +13.1% | +6.8% |
| 3M | +7.4% | -8.6% | +15.9% | +9.8% |
| 6M | +0.1% | -4.0% | +4.1% | +0.3% |
| YTD | +6.0% | -3.9% | +10.0% | +5.9% |
| 1Y | -3.0% | -16.5% | +13.5% | +1.1% |
| 3Y | +56.5% | +22.6% | +33.9% | +38.2% |
| 5Y | +90.9% | +33.9% | +57.0% | +59.3% |
| All | +420.8% | +215.4% | +205.4% | +193.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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