+37.3%
XHB vs RRC
+153.5%
-116.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.2% | -2.4% |
| 7D | +0.2% | -1.2% | +1.4% | +0.3% |
| 30D | -9.1% | +9.4% | -18.5% | -10.2% |
| 3M | -2.3% | +7.4% | -9.7% | -3.5% |
| 6M | -4.1% | +1.5% | -5.6% | -4.8% |
| YTD | -1.7% | +19.4% | -21.1% | -5.1% |
| 1Y | -15.1% | +24.2% | -39.3% | -18.8% |
| 3Y | +26.8% | +32.8% | -6.0% | +18.1% |
| 5Y | +37.3% | +152.9% | -115.6% | +16.6% |
| All | +37.3% | +153.5% | -116.2% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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