+32.3%
HAS vs REPL
-6.0%
+38.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | -1.8% | -3.0% | +1.2% | -1.7% |
| 30D | +2.3% | +27.1% | -24.9% | +1.4% |
| 3M | +10.4% | +52.4% | -42.0% | +7.3% |
| 6M | -3.2% | +107.4% | -110.7% | -10.7% |
| YTD | +15.4% | +54.7% | -39.3% | +7.7% |
| 1Y | +18.8% | +158.9% | -140.1% | +5.4% |
| 3Y | +43.9% | -23.7% | +67.7% | +23.8% |
| 5Y | +13.9% | -54.3% | +68.2% | -0.3% |
| All | +32.3% | -6.0% | +38.3% | +1.7% |
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 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