+114.2%
HD vs REPL
+39.1%
+75.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +2.8% |
| 7D | +3.6% | +14.2% | -10.6% | +3.2% |
| 30D | +21.6% | +65.9% | -44.3% | +19.9% |
| 3M | +0.1% | +84.6% | -84.5% | -1.6% |
| 6M | +13.0% | +446.9% | -433.9% | +5.0% |
| YTD | +4.9% | +129.0% | -124.1% | -1.6% |
| 1Y | -2.1% | +167.9% | -169.9% | -8.9% |
| 3Y | +32.6% | +93.9% | -61.3% | +9.0% |
| 5Y | +8.2% | -33.0% | +41.2% | -4.2% |
| All | +114.2% | +39.1% | +75.1% | +54.0% |
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