+10.8%
HD vs REPL
-54.3%
+65.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +0.9% |
| 7D | -2.1% | -3.0% | +0.9% | -2.0% |
| 30D | -8.4% | +27.1% | -35.6% | -8.6% |
| 3M | +4.3% | +52.4% | -48.0% | +3.7% |
| 6M | -11.1% | +107.4% | -118.6% | -12.9% |
| YTD | -4.7% | +54.7% | -59.4% | -6.1% |
| 1Y | -19.8% | +158.9% | -178.7% | -22.7% |
| 3Y | +4.1% | -23.7% | +27.8% | +0.1% |
| All | +10.8% | -54.3% | +65.1% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling