+273.7%
RMD vs XHB
+210.4%
+63.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +0.9% |
| 7D | -4.2% | -5.2% | +1.0% | -1.8% |
| 30D | -2.1% | -12.1% | +10.1% | +3.8% |
| 3M | +13.8% | -6.2% | +20.0% | +16.6% |
| 6M | -10.6% | -6.7% | -3.9% | -8.6% |
| YTD | -8.1% | -5.5% | -2.6% | -6.9% |
| 1Y | -18.0% | -15.6% | -2.3% | -12.6% |
| 3Y | +52.9% | +22.0% | +30.9% | +33.4% |
| 5Y | -22.3% | +31.8% | -54.1% | -36.1% |
| All | +273.7% | +210.4% | +63.3% | +89.6% |
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