+51.5%
HAS vs REPL
-29.4%
+80.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.8% | +0.7% |
| 7D | +3.3% | +12.7% | -9.5% | +3.1% |
| 30D | +30.5% | +73.5% | -42.9% | +29.4% |
| 3M | +29.9% | +70.3% | -40.4% | +28.7% |
| 6M | +26.5% | +472.0% | -445.4% | +20.5% |
| YTD | +51.9% | +139.5% | -87.6% | +45.2% |
| 1Y | +60.9% | +167.3% | -106.4% | +53.3% |
| 3Y | +215.0% | +109.5% | +105.4% | +172.6% |
| 5Y | +51.5% | -29.9% | +81.4% | +41.7% |
| All | +51.5% | -29.4% | +80.9% | +41.7% |
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