+51.9%
HBAN vs REPL
+36.8%
+15.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +2.3% | +1.2% | +1.0% | +2.2% |
| 30D | +4.8% | +92.2% | -87.4% | +2.1% |
| 3M | -10.1% | +44.1% | -54.2% | -11.6% |
| 6M | +5.0% | +313.0% | -308.0% | -4.0% |
| YTD | -6.1% | +125.2% | -131.3% | -14.6% |
| 1Y | +4.6% | +143.8% | -139.2% | -5.3% |
| 3Y | +74.9% | +104.2% | -29.3% | +35.3% |
| 5Y | +21.4% | -34.5% | +56.0% | +3.1% |
| All | +51.9% | +36.8% | +15.1% | +2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling