+73.7%
HAS vs REPL
+37.4%
+36.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -3.0% | -2.1% |
| 7D | +1.6% | +9.8% | -8.2% | +1.3% |
| 30D | +26.6% | +81.5% | -54.9% | +24.1% |
| 3M | +29.0% | +44.2% | -15.2% | +27.2% |
| 6M | +30.6% | +437.4% | -406.8% | +19.2% |
| YTD | +51.5% | +126.1% | -74.6% | +39.5% |
| 1Y | +58.5% | +143.1% | -84.7% | +45.3% |
| 3Y | +214.1% | +97.8% | +116.3% | +152.3% |
| 5Y | +50.2% | -34.3% | +84.5% | +30.1% |
| All | +73.7% | +37.4% | +36.3% | +31.6% |
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