+58.5%
HCA vs REPL
-27.0%
+85.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +4.9% |
| 7D | +4.9% | -9.6% | +14.5% | +5.0% |
| 30D | +1.9% | +5.7% | -3.8% | +1.8% |
| 3M | +12.7% | +56.4% | -43.6% | +11.8% |
| 6M | -22.3% | +67.4% | -89.8% | -24.0% |
| YTD | -9.3% | +48.7% | -58.0% | -11.2% |
| 1Y | +2.7% | +148.3% | -145.6% | -1.1% |
| All | +58.5% | -27.0% | +85.5% | +45.5% |
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