+558.9%
RMBS vs XHB
+215.4%
+343.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +0.7% |
| 7D | +1.8% | -4.6% | +6.4% | +5.4% |
| 30D | -13.9% | -9.1% | -4.8% | -7.7% |
| 3M | -39.8% | -8.6% | -31.2% | -36.0% |
| 6M | -6.0% | -4.0% | -2.0% | -2.8% |
| YTD | -5.4% | -3.9% | -1.4% | -2.3% |
| 1Y | -1.8% | -16.5% | +14.7% | +12.1% |
| 3Y | +53.7% | +22.6% | +31.1% | +32.0% |
| 5Y | +268.5% | +33.9% | +234.6% | +192.6% |
| All | +558.9% | +215.4% | +343.5% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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