-25.3%
HDB vs REPL
-35.6%
+10.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.0% | -6.2% | +1.6% |
| 7D | +13.3% | +22.8% | -9.4% | +12.9% |
| 30D | +13.6% | +63.8% | -50.2% | +12.5% |
| 3M | +5.8% | +68.1% | -62.4% | +4.7% |
| 6M | -1.9% | +528.5% | -530.4% | -7.2% |
| YTD | -31.2% | +122.4% | -153.6% | -34.1% |
| 1Y | -29.6% | +154.4% | -183.9% | -32.8% |
| 3Y | -10.1% | +68.0% | -78.1% | -21.9% |
| All | -25.3% | -35.6% | +10.3% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling