+393.9%
HBM vs REPL
-53.9%
+447.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.6% |
| 7D | +5.5% | -9.6% | +15.1% | +5.7% |
| 30D | +3.3% | +5.7% | -2.4% | +3.1% |
| 3M | +12.7% | +56.4% | -43.7% | +10.4% |
| 6M | +28.2% | +67.4% | -39.2% | +22.5% |
| YTD | +45.3% | +48.7% | -3.4% | +39.1% |
| 1Y | +121.7% | +148.3% | -26.6% | +108.5% |
| 3Y | +523.5% | -26.7% | +550.2% | +487.2% |
| 5Y | +393.9% | -54.1% | +448.0% | +377.4% |
| All | +393.9% | -53.9% | +447.8% | +377.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling