+411.4%
HBM vs REPL
-19.2%
+430.7%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.4% |
| 7D | -3.3% | -14.1% | +10.8% | -2.5% |
| 30D | -4.8% | -15.2% | +10.4% | -4.0% |
| 3M | -0.4% | +49.9% | -50.3% | -5.2% |
| 6M | +17.9% | +63.5% | -45.7% | +5.5% |
| YTD | +33.7% | +32.9% | +0.8% | +20.9% |
| 1Y | +95.6% | +115.0% | -19.4% | +65.7% |
| 3Y | +458.1% | -34.7% | +492.8% | +347.0% |
| 5Y | +329.0% | -59.7% | +388.6% | +255.0% |
| All | +411.4% | -19.2% | +430.7% | +214.8% |
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