+119.8%
HIG vs REPL
-53.9%
+173.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.8% | +0.7% |
| 7D | -0.5% | -9.6% | +9.1% | -0.5% |
| 30D | -2.8% | +5.7% | -8.5% | -2.8% |
| 3M | +6.3% | +56.4% | -50.0% | +6.5% |
| 6M | -0.1% | +67.4% | -67.5% | 0.0% |
| YTD | +0.4% | +48.7% | -48.2% | +0.6% |
| 1Y | +6.2% | +148.3% | -142.0% | +5.8% |
| 3Y | +101.6% | -26.7% | +128.3% | +101.8% |
| 5Y | +119.8% | -54.1% | +174.0% | +119.5% |
| All | +119.8% | -53.9% | +173.7% | +119.5% |
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