+506.5%
HBM vs REPL
-27.0%
+533.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.6% |
| 7D | +5.5% | -9.6% | +15.1% | +5.6% |
| 30D | +3.3% | +5.7% | -2.4% | +3.2% |
| 3M | +12.7% | +56.4% | -43.7% | +11.5% |
| 6M | +28.2% | +67.4% | -39.2% | +25.3% |
| YTD | +45.3% | +48.7% | -3.4% | +41.9% |
| 1Y | +121.7% | +148.3% | -26.6% | +117.1% |
| All | +506.5% | -27.0% | +533.5% | +580.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling