+34.9%
HBM vs REPL
+144.6%
-109.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -13.5% |
| 3M | -19.2% | +44.1% | -63.3% | -20.2% |
| 6M | -22.9% | +313.0% | -335.9% | -26.9% |
| YTD | +7.8% | +125.2% | -117.4% | +1.3% |
| 1Y | +34.9% | +143.8% | -108.8% | +23.7% |
| All | +34.9% | +144.6% | -109.7% | +23.7% |
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 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