-22.2%
HDB vs REPL
-35.0%
+12.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +2.7% | +1.2% | +1.5% | +2.7% |
| 30D | +14.1% | +92.2% | -78.0% | +12.8% |
| 3M | +11.8% | +44.1% | -32.3% | +11.0% |
| 6M | +8.2% | +313.0% | -304.9% | +3.6% |
| YTD | -29.3% | +125.2% | -154.5% | -32.3% |
| 1Y | -28.8% | +143.8% | -172.5% | -32.0% |
| 3Y | -7.5% | +104.2% | -111.7% | -21.6% |
| All | -22.2% | -35.0% | +12.8% | -28.4% |
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