+546.6%
HL vs REPL
-17.3%
+563.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.4% | +4.4% | -3.5% |
| 7D | -5.6% | -13.4% | +7.8% | -4.9% |
| 30D | +12.7% | -3.0% | +15.8% | +12.8% |
| 3M | +42.5% | +56.3% | -13.8% | +34.9% |
| 6M | -9.0% | +60.9% | -69.9% | -19.4% |
| YTD | +4.4% | +36.2% | -31.8% | -6.6% |
| 1Y | +82.7% | +121.0% | -38.4% | +52.3% |
| 3Y | +406.3% | -32.8% | +439.1% | +298.0% |
| 5Y | +238.2% | -58.7% | +296.8% | +172.8% |
| All | +546.6% | -17.3% | +563.9% | +370.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling