+111.3%
HD vs REPL
+36.8%
+74.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +1.5% | +1.2% | +0.3% | +1.5% |
| 30D | +18.0% | +92.2% | -74.2% | +16.0% |
| 3M | +2.8% | +44.1% | -41.3% | +1.7% |
| 6M | +17.0% | +313.0% | -296.0% | +9.9% |
| YTD | +3.5% | +125.2% | -121.7% | -2.9% |
| 1Y | -2.6% | +143.8% | -146.3% | -9.0% |
| 3Y | +30.7% | +104.2% | -73.5% | +6.8% |
| 5Y | +6.2% | -34.5% | +40.8% | -5.9% |
| All | +111.3% | +36.8% | +74.5% | +51.9% |
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