-16.8%
HAL vs REPL
+35.1%
-51.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.0% | -8.2% | -0.6% |
| 7D | -12.0% | +22.8% | -34.7% | -12.8% |
| 30D | +0.3% | +63.8% | -63.5% | -2.2% |
| 3M | -1.6% | +68.1% | -69.7% | -4.3% |
| 6M | -20.5% | +528.5% | -549.0% | -30.3% |
| YTD | +14.2% | +122.4% | -108.2% | +2.4% |
| 1Y | +18.9% | +154.4% | -135.5% | +5.6% |
| 3Y | -13.7% | +68.0% | -81.7% | -35.0% |
| 5Y | +42.2% | -35.4% | +77.5% | +17.8% |
| All | -16.8% | +35.1% | -51.9% | -50.8% |
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