+312.3%
HBM vs REPL
+36.8%
+275.5%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +2.2% | +1.2% | +1.0% | +2.2% |
| 30D | -11.8% | +92.2% | -104.0% | -15.2% |
| 3M | -19.2% | +44.1% | -63.3% | -21.1% |
| 6M | -22.9% | +313.0% | -335.9% | -32.0% |
| YTD | +7.8% | +125.2% | -117.4% | -5.6% |
| 1Y | +34.9% | +143.8% | -108.8% | +17.5% |
| 3Y | +422.2% | +104.2% | +318.0% | +266.7% |
| 5Y | +192.8% | -34.5% | +227.4% | +137.0% |
| All | +312.3% | +36.8% | +275.5% | +145.8% |
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