+47.7%
HAS vs REPL
-35.0%
+82.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +1.4% | +1.2% | +0.1% | +1.4% |
| 30D | +26.3% | +92.2% | -65.9% | +25.0% |
| 3M | +25.6% | +44.1% | -18.5% | +24.8% |
| 6M | +30.3% | +313.0% | -282.8% | +25.2% |
| YTD | +50.4% | +125.2% | -74.8% | +43.8% |
| 1Y | +57.7% | +143.8% | -86.0% | +50.5% |
| 3Y | +213.4% | +104.2% | +109.2% | +170.3% |
| All | +47.7% | -35.0% | +82.7% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling