-28.4%
HDB vs REPL
+163.1%
-191.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.3% | +2.7% |
| 7D | +13.7% | +14.2% | -0.5% | +13.7% |
| 30D | +15.8% | +65.9% | -50.0% | +16.1% |
| 3M | +9.2% | +84.6% | -75.4% | +9.5% |
| 6M | +3.2% | +446.9% | -443.8% | +4.0% |
| YTD | -29.4% | +129.0% | -158.4% | -26.9% |
| All | -28.4% | +163.1% | -191.6% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling