+208.9%
XHB vs RUN
+42.2%
+166.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | -4.6% | -3.7% | -0.9% | -4.1% |
| 30D | -9.1% | -13.0% | +3.9% | -7.3% |
| 3M | -8.6% | -31.8% | +23.2% | -3.6% |
| 6M | -4.0% | -32.2% | +28.2% | +0.5% |
| YTD | -3.9% | -53.5% | +49.5% | +4.2% |
| 1Y | -16.5% | -46.5% | +30.1% | -12.5% |
| 3Y | +22.6% | -37.6% | +60.2% | +4.9% |
| 5Y | +33.9% | -80.9% | +114.8% | +29.4% |
| All | +208.9% | +42.2% | +166.7% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling