+70.9%
HAS vs REPL
+25.1%
+45.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.6% | -1.6% |
| 7D | 0.0% | +15.1% | -15.1% | -0.5% |
| 30D | +31.3% | +51.1% | -19.8% | +29.5% |
| 3M | +32.1% | +69.2% | -37.1% | +29.6% |
| 6M | +28.1% | +597.6% | -569.4% | +15.3% |
| YTD | +49.1% | +106.0% | -56.9% | +37.7% |
| 1Y | +60.5% | +133.3% | -72.8% | +47.2% |
| 3Y | +183.9% | +41.0% | +142.9% | +134.0% |
| 5Y | +51.2% | -40.1% | +91.4% | +31.4% |
| All | +70.9% | +25.1% | +45.8% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling