+34.0%
XHB vs RUN
-81.0%
+115.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | -4.6% | -3.7% | -0.9% | -4.2% |
| 30D | -9.1% | -13.0% | +3.9% | -7.5% |
| 3M | -8.6% | -31.8% | +23.2% | -4.3% |
| 6M | -4.0% | -32.2% | +28.2% | -0.1% |
| YTD | -3.9% | -53.5% | +49.5% | +3.1% |
| 1Y | -16.5% | -46.5% | +30.1% | -13.0% |
| 3Y | +22.6% | -37.6% | +60.2% | +6.6% |
| All | +34.0% | -81.0% | +115.0% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling