-2.6%
HD vs REPL
+175.2%
-177.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -0.6% |
| 7D | +5.2% | +12.7% | -7.5% | +5.4% |
| 30D | +20.7% | +73.5% | -52.7% | +21.8% |
| 3M | +0.8% | +70.3% | -69.5% | +1.7% |
| 6M | +12.2% | +472.0% | -459.8% | +16.9% |
| YTD | +4.2% | +139.5% | -135.3% | +8.6% |
| 1Y | -2.6% | +167.3% | -169.8% | -2.5% |
| All | -2.6% | +175.2% | -177.7% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling