+70.0%
HAS vs REPL
+35.1%
+34.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.0% | -8.5% | -0.8% |
| 7D | -0.2% | +22.8% | -22.9% | -0.8% |
| 30D | +31.0% | +63.8% | -32.8% | +28.9% |
| 3M | +30.7% | +68.1% | -37.5% | +28.2% |
| 6M | +23.9% | +528.5% | -504.6% | +12.2% |
| YTD | +48.3% | +122.4% | -74.1% | +36.6% |
| 1Y | +60.2% | +154.4% | -94.1% | +46.5% |
| 3Y | +189.2% | +68.0% | +121.2% | +135.5% |
| 5Y | +50.4% | -35.4% | +85.8% | +30.4% |
| All | +70.0% | +35.1% | +34.9% | +28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling