+37.3%
XHB vs RBA
+44.6%
-7.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.8% |
| 7D | +0.2% | -1.1% | +1.2% | +0.5% |
| 30D | -9.1% | -13.2% | +4.1% | -5.1% |
| 3M | -2.3% | -21.4% | +19.0% | +4.6% |
| 6M | -4.1% | -20.9% | +16.7% | +2.4% |
| YTD | -1.7% | -19.9% | +18.1% | +4.0% |
| 1Y | -15.1% | -28.7% | +13.6% | -6.8% |
| 3Y | +26.8% | +27.4% | -0.6% | +15.0% |
| 5Y | +37.3% | +41.7% | -4.4% | +16.5% |
| All | +37.3% | +44.6% | -7.3% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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