+175.0%
XHB vs RRC
+100.6%
+74.5%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.6% |
| 7D | -2.4% | +2.5% | -5.0% | -2.9% |
| 30D | +7.1% | +21.1% | -14.1% | +2.8% |
| 3M | -6.0% | +28.4% | -34.3% | -10.9% |
| 6M | +2.1% | +26.5% | -24.4% | -3.4% |
| YTD | -0.6% | +47.0% | -47.6% | -9.2% |
| 1Y | -3.3% | +35.2% | -38.5% | -10.3% |
| 3Y | +34.1% | +61.0% | -26.9% | +17.9% |
| 5Y | +28.6% | +133.6% | -105.0% | +0.1% |
| 10Y | +235.0% | +72.1% | +162.9% | +137.7% |
| All | +175.0% | +100.6% | +74.5% | +34.4% |
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