+0.4%
HDB vs REPL
+39.1%
-38.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.3% | +2.6% |
| 7D | +13.7% | +14.2% | -0.5% | +13.1% |
| 30D | +15.8% | +65.9% | -50.0% | +13.6% |
| 3M | +9.2% | +84.6% | -75.4% | +6.5% |
| 6M | +3.2% | +446.9% | -443.8% | -6.9% |
| YTD | -29.4% | +129.0% | -158.4% | -35.5% |
| 1Y | -27.9% | +167.9% | -195.8% | -34.8% |
| 3Y | -5.9% | +93.9% | -99.8% | -26.5% |
| 5Y | -23.5% | -33.0% | +9.5% | -35.1% |
| All | +0.4% | +39.1% | -38.7% | -34.6% |
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