+170.3%
XHB vs REPL
-6.0%
+176.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.0% |
| 7D | -1.3% | -3.0% | +1.7% | -1.2% |
| 30D | -6.9% | +27.1% | -34.0% | -7.8% |
| 3M | -1.3% | +52.4% | -53.6% | -4.4% |
| 6M | -6.8% | +107.4% | -114.2% | -14.5% |
| YTD | +0.7% | +54.7% | -54.0% | -6.3% |
| 1Y | -11.2% | +158.9% | -170.1% | -22.2% |
| 3Y | +25.3% | -23.7% | +49.1% | +5.3% |
| 5Y | +37.3% | -54.3% | +91.7% | +18.3% |
| All | +170.3% | -6.0% | +176.3% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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