+179.9%
XHB vs RRC
+102.1%
+77.7%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | -4.1% | -0.5% | -3.7% | -4.1% |
| 30D | +9.6% | +25.2% | -15.6% | +4.5% |
| 3M | -6.0% | +27.8% | -33.8% | -10.8% |
| 6M | +2.2% | +27.2% | -25.0% | -3.4% |
| YTD | +1.1% | +48.2% | -47.0% | -7.7% |
| 1Y | -1.7% | +34.7% | -36.4% | -8.8% |
| 3Y | +36.5% | +62.2% | -25.8% | +19.8% |
| 5Y | +33.5% | +130.9% | -97.4% | +4.1% |
| 10Y | +240.9% | +73.4% | +167.5% | +141.5% |
| All | +179.9% | +102.1% | +77.7% | +36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling