+30.7%
HD vs REPL
+97.7%
-67.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +18.4% |
| 3M | +2.8% | +44.1% | -41.3% | +3.0% |
| 6M | +17.0% | +313.0% | -296.0% | +18.0% |
| YTD | +3.5% | +125.2% | -121.7% | +4.6% |
| 1Y | -2.6% | +143.8% | -146.3% | -1.6% |
| 3Y | +30.7% | +104.2% | -73.5% | +26.9% |
| All | +30.7% | +97.7% | -67.0% | +26.9% |
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