0.0%
HDB vs REPL
+37.4%
-37.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.2% |
| 7D | +4.1% | +9.8% | -5.7% | +3.7% |
| 30D | +13.0% | +81.5% | -68.5% | +10.4% |
| 3M | +11.3% | +44.2% | -33.0% | +9.5% |
| 6M | +6.9% | +437.4% | -430.5% | -3.4% |
| YTD | -29.6% | +126.1% | -155.8% | -35.8% |
| 1Y | -29.5% | +143.1% | -172.7% | -36.0% |
| 3Y | -8.1% | +97.8% | -106.0% | -28.5% |
| 5Y | -23.4% | -34.3% | +10.9% | -35.0% |
| All | 0.0% | +37.4% | -37.3% | -34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling