+18.9%
HAL vs REPL
+152.6%
-133.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.0% | -8.2% | -0.2% |
| 7D | -12.0% | +22.8% | -34.7% | -11.9% |
| 30D | +0.3% | +63.8% | -63.5% | +0.4% |
| 3M | -1.6% | +68.1% | -69.7% | -1.5% |
| 6M | -20.5% | +528.5% | -549.0% | -18.8% |
| YTD | +14.2% | +122.4% | -108.2% | +11.6% |
| 1Y | +18.9% | +154.4% | -135.5% | +12.2% |
| All | +18.9% | +152.6% | -133.7% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling