+25.9%
HD vs REPL
+48.4%
-22.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.0% | -9.8% | -1.8% |
| 7D | +4.3% | +22.8% | -18.4% | +4.4% |
| 30D | +20.2% | +63.8% | -43.6% | +20.5% |
| 3M | -1.0% | +68.1% | -69.1% | -0.7% |
| 6M | +7.9% | +528.5% | -520.6% | +8.8% |
| YTD | +2.0% | +122.4% | -120.4% | +3.1% |
| 1Y | -4.3% | +154.4% | -158.7% | -3.4% |
| 3Y | +25.9% | +68.0% | -42.1% | +22.9% |
| All | +25.9% | +48.4% | -22.5% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling