-16.5%
XHB vs RGEN
+38.7%
-55.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -4.6% | -1.4% | -3.2% | -4.3% |
| 30D | -9.1% | -0.3% | -8.8% | -9.2% |
| 3M | -8.6% | +23.9% | -32.4% | -13.4% |
| 6M | -4.0% | +38.5% | -42.6% | -12.0% |
| YTD | -3.9% | +0.8% | -4.7% | -6.3% |
| 1Y | -16.5% | +38.2% | -54.7% | -23.8% |
| All | -16.5% | +38.7% | -55.2% | -23.8% |
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