+200.6%
RMBS vs XHB
+163.2%
+37.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.9% |
| 7D | +3.5% | -1.9% | +5.4% | +4.7% |
| 30D | -8.6% | -8.3% | -0.3% | -3.5% |
| 3M | -40.3% | -7.1% | -33.2% | -37.6% |
| 6M | -1.0% | -5.3% | +4.3% | +2.9% |
| YTD | -4.6% | -3.2% | -1.4% | -2.2% |
| 1Y | +17.6% | -13.9% | +31.4% | +29.9% |
| 3Y | +58.6% | +24.9% | +33.7% | +38.5% |
| 5Y | +270.9% | +34.5% | +236.4% | +205.4% |
| 10Y | +569.1% | +215.5% | +353.6% | +217.7% |
| All | +200.6% | +163.2% | +37.4% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling