+318.2%
HCA vs REPL
-17.3%
+335.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.4% | +8.2% | +0.1% |
| 7D | +2.9% | -13.4% | +16.3% | +3.4% |
| 30D | +2.4% | -3.0% | +5.4% | +2.4% |
| 3M | +13.0% | +56.3% | -43.3% | +9.4% |
| 6M | -21.4% | +60.9% | -82.3% | -26.9% |
| YTD | -9.5% | +36.2% | -45.7% | -15.4% |
| 1Y | +7.5% | +121.0% | -113.5% | -4.4% |
| 3Y | +57.6% | -32.8% | +90.4% | +36.0% |
| 5Y | +71.1% | -58.7% | +129.8% | +50.1% |
| All | +318.2% | -17.3% | +335.4% | +213.2% |
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