-11.2%
XHB vs RGEN
+45.2%
-56.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.2% |
| 7D | -1.3% | -4.9% | +3.6% | -0.2% |
| 30D | -6.9% | +5.7% | -12.6% | -8.2% |
| 3M | -1.3% | +32.4% | -33.7% | -7.9% |
| 6M | -6.8% | +33.2% | -40.0% | -13.9% |
| YTD | +0.7% | +2.3% | -1.6% | -2.0% |
| 1Y | -11.2% | +39.0% | -50.2% | -18.1% |
| All | -11.2% | +45.2% | -56.4% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling