+263.6%
XHB vs RNG
+309.1%
-45.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +1.9% | -1.7% |
| 7D | +0.2% | -0.8% | +1.0% | +0.3% |
| 30D | -9.1% | +11.4% | -20.5% | -10.9% |
| 3M | -2.3% | +72.1% | -74.4% | -12.0% |
| 6M | -4.1% | +67.9% | -72.1% | -14.3% |
| YTD | -1.7% | +144.3% | -146.1% | -19.3% |
| 1Y | -15.1% | +117.5% | -132.6% | -29.0% |
| 3Y | +26.8% | +123.9% | -97.1% | +2.1% |
| 5Y | +37.3% | -70.1% | +107.4% | +43.4% |
| 10Y | +205.7% | +215.9% | -10.2% | +97.7% |
| All | +263.6% | +309.1% | -45.5% | +123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling