+1,248.3%
RSG vs XHB
+163.2%
+1,085.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.9% |
| 7D | 0.0% | -1.9% | +1.9% | +0.6% |
| 30D | +3.7% | -8.3% | +12.0% | +6.5% |
| 3M | +6.2% | -7.1% | +13.3% | +8.2% |
| 6M | -2.8% | -5.3% | +2.5% | -2.1% |
| YTD | +5.9% | -3.2% | +9.1% | +5.5% |
| 1Y | -1.8% | -13.9% | +12.1% | +1.5% |
| 3Y | +57.5% | +24.9% | +32.6% | +39.4% |
| 5Y | +91.1% | +34.5% | +56.6% | +61.0% |
| 10Y | +428.1% | +215.5% | +212.6% | +219.2% |
| All | +1,248.3% | +163.2% | +1,085.1% | +556.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling