-20.5%
HAL vs REPL
+645.5%
-666.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.0% | -8.2% | -0.3% |
| 7D | -12.0% | +22.8% | -34.7% | -12.1% |
| 30D | +0.3% | +63.8% | -63.5% | -0.2% |
| 3M | -1.6% | +68.1% | -69.7% | -2.2% |
| 6M | -20.5% | +528.5% | -549.0% | -21.0% |
| All | -20.5% | +645.5% | -666.0% | -21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling