+187.6%
XHB vs RBA
+861.9%
-674.3%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +2.6% |
| 7D | +1.3% | +2.5% | -1.2% | +0.4% |
| 30D | +11.8% | +11.6% | +0.2% | +7.1% |
| 3M | -3.8% | +1.5% | -5.3% | -4.7% |
| 6M | +4.1% | -6.6% | +10.7% | +5.7% |
| YTD | +4.0% | -6.3% | +10.2% | +4.8% |
| 1Y | +1.6% | -4.0% | +5.5% | +1.4% |
| 3Y | +43.2% | +47.3% | -4.1% | +18.3% |
| 5Y | +35.8% | +47.7% | -11.8% | +8.6% |
| 10Y | +259.3% | +224.7% | +34.6% | +97.3% |
| All | +187.6% | +861.9% | -674.3% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling