-22.1%
RMD vs XHB
+34.8%
-57.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.2% |
| 7D | -4.7% | -1.9% | -2.8% | -3.9% |
| 30D | +0.2% | -8.3% | +8.6% | +4.2% |
| 3M | +12.0% | -7.1% | +19.1% | +15.3% |
| 6M | -12.5% | -5.3% | -7.3% | -11.2% |
| YTD | -7.9% | -3.2% | -4.7% | -7.8% |
| 1Y | -20.4% | -13.9% | -6.5% | -16.0% |
| 3Y | +53.1% | +24.9% | +28.2% | +30.2% |
| 5Y | -22.1% | +34.5% | -56.6% | -37.9% |
| All | -22.1% | +34.8% | -57.0% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling