+190.9%
HBM vs REPL
-35.0%
+225.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.2% |
| 3M | -19.2% | +44.1% | -63.3% | -20.0% |
| 6M | -22.9% | +313.0% | -335.9% | -26.6% |
| YTD | +7.8% | +125.2% | -117.4% | +2.2% |
| 1Y | +34.9% | +143.8% | -108.8% | +27.7% |
| 3Y | +422.2% | +104.2% | +318.0% | +350.0% |
| All | +190.9% | -35.0% | +225.8% | +180.3% |
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