+48.6%
HAS vs REPL
-35.6%
+84.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.0% | -8.5% | -0.6% |
| 7D | -0.2% | +22.8% | -22.9% | -0.5% |
| 30D | +31.0% | +63.8% | -32.8% | +30.0% |
| 3M | +30.7% | +68.1% | -37.5% | +29.5% |
| 6M | +23.9% | +528.5% | -504.6% | +17.5% |
| YTD | +48.3% | +122.4% | -74.1% | +41.9% |
| 1Y | +60.2% | +154.4% | -94.1% | +52.7% |
| 3Y | +189.2% | +68.0% | +121.2% | +154.8% |
| All | +48.6% | -35.6% | +84.2% | +39.1% |
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