+1,356.1%
RMD vs XHB
+173.9%
+1,182.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.7% |
| 7D | -5.0% | -1.3% | -3.7% | -4.5% |
| 30D | +2.2% | -6.9% | +9.1% | +5.0% |
| 3M | +17.8% | -1.3% | +19.1% | +18.0% |
| 6M | -11.3% | -6.8% | -4.5% | -9.5% |
| YTD | -4.4% | +0.7% | -5.2% | -5.6% |
| 1Y | -15.7% | -11.2% | -4.5% | -12.7% |
| 3Y | +47.7% | +25.3% | +22.4% | +31.9% |
| 5Y | -19.2% | +37.3% | -56.5% | -31.4% |
| 10Y | +280.4% | +211.5% | +68.9% | +130.9% |
| All | +1,356.1% | +173.9% | +1,182.3% | +612.4% |
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