-2.5%
HAL vs REPL
-22.6%
+20.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | +2.9% | -3.0% | +5.9% | +3.0% |
| 30D | +17.0% | +27.1% | -10.1% | +16.8% |
| 3M | -9.7% | +52.4% | -62.0% | -10.4% |
| 6M | +8.6% | +107.4% | -98.8% | +7.2% |
| YTD | +33.0% | +54.7% | -21.7% | +31.6% |
| 1Y | +68.3% | +158.9% | -90.5% | +63.3% |
| All | -2.5% | -22.6% | +20.2% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling