+175.0%
XHB vs RGEN
+3,270.9%
-3,095.8%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.0% |
| 7D | -2.4% | -1.2% | -1.3% | -2.2% |
| 30D | +7.1% | -5.1% | +12.1% | +8.0% |
| 3M | -6.0% | +0.5% | -6.5% | -6.6% |
| 6M | +2.1% | +46.6% | -44.5% | -6.5% |
| YTD | -0.6% | +1.6% | -2.2% | -2.6% |
| 1Y | -3.3% | +5.4% | -8.7% | -5.9% |
| 3Y | +34.1% | +12.8% | +21.3% | +24.5% |
| 5Y | +28.6% | -35.6% | +64.2% | +27.4% |
| 10Y | +235.0% | +415.7% | -180.7% | +117.5% |
| All | +175.0% | +3,270.9% | -3,095.8% | -1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling