+355.6%
RMD vs XHB
+237.3%
+118.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | -0.1% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | +2.1% | +9.9% | -7.9% | -2.3% |
| 3M | +6.2% | -6.3% | +12.5% | +9.1% |
| 6M | +19.4% | +3.8% | +15.5% | +16.4% |
| YTD | +0.5% | +0.1% | +0.4% | -1.0% |
| 1Y | -3.9% | -0.8% | -3.1% | -5.1% |
| 3Y | +72.5% | +35.6% | +36.9% | +43.1% |
| 5Y | -1.5% | +29.6% | -31.1% | -18.4% |
| All | +355.6% | +237.3% | +118.3% | +117.7% |
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