+121.3%
HBM vs REPL
+161.1%
-39.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | -6.4% | -3.0% | -3.4% | -6.3% |
| 30D | +5.9% | +27.1% | -21.2% | +5.4% |
| 3M | -8.9% | +52.4% | -61.3% | -10.1% |
| 6M | +10.7% | +107.4% | -96.8% | +6.3% |
| YTD | +38.3% | +54.7% | -16.5% | +32.9% |
| 1Y | +121.3% | +158.9% | -37.5% | +114.6% |
| All | +121.3% | +161.1% | -39.8% | +114.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling