+205.9%
XHB vs RUN
-31.9%
+237.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | -1.3% | +1.3% | -2.5% | -1.5% |
| 30D | -6.9% | -15.3% | +8.4% | -4.9% |
| 3M | -1.3% | -40.0% | +38.8% | +5.4% |
| 6M | -6.8% | -27.0% | +20.2% | -3.8% |
| YTD | +0.7% | -51.7% | +52.4% | +8.1% |
| 1Y | -11.2% | -45.9% | +34.7% | -7.5% |
| 3Y | +25.3% | -43.8% | +69.1% | +11.4% |
| 5Y | +37.3% | -80.5% | +117.8% | +32.8% |
| 10Y | +211.5% | +45.3% | +166.3% | +113.5% |
| All | +205.9% | -31.9% | +237.8% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling