-12.5%
HDB vs REPL
-7.7%
-4.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -3.0% |
| 7D | -2.0% | -5.7% | +3.7% | -1.8% |
| 30D | -4.9% | +22.5% | -27.3% | -5.7% |
| 3M | -2.3% | +64.7% | -67.0% | -5.8% |
| 6M | -23.7% | +83.0% | -106.7% | -29.7% |
| YTD | -38.5% | +52.0% | -90.4% | -42.9% |
| 1Y | -36.5% | +144.5% | -181.0% | -44.1% |
| 3Y | -28.5% | -25.1% | -3.4% | -39.6% |
| 5Y | -37.4% | -52.9% | +15.5% | -46.4% |
| All | -12.5% | -7.7% | -4.8% | -42.1% |
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