-10.1%
HDB vs REPL
+48.4%
-58.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.0% | -6.2% | +1.7% |
| 7D | +13.3% | +22.8% | -9.4% | +13.2% |
| 30D | +13.6% | +63.8% | -50.2% | +13.2% |
| 3M | +5.8% | +68.1% | -62.4% | +5.4% |
| 6M | -1.9% | +528.5% | -530.4% | -3.6% |
| YTD | -31.2% | +122.4% | -153.6% | -32.0% |
| 1Y | -29.6% | +154.4% | -183.9% | -30.5% |
| 3Y | -10.1% | +68.0% | -78.1% | -15.6% |
| All | -10.1% | +48.4% | -58.5% | -15.6% |
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 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