+70.3%
HCA vs REPL
-53.9%
+124.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +5.0% |
| 7D | +4.9% | -9.6% | +14.5% | +5.1% |
| 30D | +1.9% | +5.7% | -3.8% | +1.8% |
| 3M | +12.7% | +56.4% | -43.6% | +11.0% |
| 6M | -22.3% | +67.4% | -89.8% | -25.1% |
| YTD | -9.3% | +48.7% | -58.0% | -12.4% |
| 1Y | +2.7% | +148.3% | -145.6% | -3.5% |
| 3Y | +57.8% | -26.7% | +84.5% | +48.6% |
| 5Y | +70.3% | -54.1% | +124.5% | +60.7% |
| All | +70.3% | -53.9% | +124.2% | +60.7% |
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