+112.1%
HD vs REPL
+25.1%
+87.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.5% |
| 7D | +6.4% | +15.1% | -8.8% | +6.0% |
| 30D | +22.1% | +51.1% | -29.0% | +20.7% |
| 3M | -0.2% | +69.2% | -69.4% | -1.7% |
| 6M | +12.6% | +597.6% | -585.0% | +3.4% |
| YTD | +3.9% | +106.0% | -102.1% | -2.3% |
| 1Y | -3.7% | +133.3% | -137.1% | -10.1% |
| 3Y | +27.9% | +41.0% | -13.1% | +7.5% |
| 5Y | +7.8% | -40.1% | +48.0% | -4.3% |
| All | +112.1% | +25.1% | +87.0% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling