-24.8%
HDB vs REPL
-25.2%
+0.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | +0.4% | -3.0% | +3.4% | +0.5% |
| 30D | -2.8% | +27.1% | -29.9% | -3.0% |
| 3M | -3.5% | +52.4% | -55.9% | -4.0% |
| 6M | -24.7% | +107.4% | -132.2% | -25.9% |
| YTD | -36.6% | +54.7% | -91.3% | -37.3% |
| 1Y | -34.4% | +158.9% | -193.2% | -36.0% |
| All | -24.8% | -25.2% | +0.4% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling