+31.8%
XHB vs RNG
-70.1%
+101.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.2% |
| 7D | -5.2% | -9.6% | +4.3% | -3.6% |
| 30D | -12.1% | +8.8% | -20.9% | -13.6% |
| 3M | -6.2% | +78.6% | -84.8% | -16.3% |
| 6M | -6.7% | +70.3% | -77.0% | -17.2% |
| YTD | -5.5% | +140.3% | -145.8% | -23.1% |
| 1Y | -15.6% | +126.6% | -142.3% | -30.8% |
| 3Y | +22.0% | +120.2% | -98.2% | -3.1% |
| 5Y | +31.8% | -68.3% | +100.1% | +28.2% |
| All | +31.8% | -70.1% | +101.9% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 5y: compounded portfolio wealth divided by compounded RNG 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…
5y analysis · Full analysis span regression · 6 months rolling