+178.7%
XHB vs RBA
+739.1%
-560.4%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.8% |
| 7D | -1.3% | -2.9% | +1.6% | -0.1% |
| 30D | -6.9% | -12.3% | +5.4% | -2.2% |
| 3M | -1.3% | -20.5% | +19.3% | +7.0% |
| 6M | -6.8% | -18.5% | +11.8% | -0.1% |
| YTD | +0.7% | -18.2% | +19.0% | +7.2% |
| 1Y | -11.2% | -27.5% | +16.3% | -1.1% |
| 3Y | +25.3% | +38.1% | -12.7% | +6.1% |
| 5Y | +37.3% | +44.8% | -7.5% | +10.1% |
| 10Y | +211.5% | +187.1% | +24.4% | +79.6% |
| All | +178.7% | +739.1% | -560.4% | -4.0% |
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