+112.9%
HD vs REPL
+36.1%
+76.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +0.3% |
| 7D | -1.2% | +5.3% | -6.4% | -1.3% |
| 30D | +20.9% | +66.6% | -45.8% | +19.2% |
| 3M | -0.2% | +59.6% | -59.7% | -1.5% |
| 6M | +14.5% | +482.4% | -467.9% | +6.1% |
| YTD | +4.3% | +124.1% | -119.8% | -2.2% |
| 1Y | -3.5% | +138.6% | -142.0% | -9.8% |
| 3Y | +30.1% | +96.0% | -65.9% | +6.7% |
| 5Y | +8.5% | -35.4% | +43.9% | -3.8% |
| All | +112.9% | +36.1% | +76.8% | +53.1% |
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