+331.2%
HL vs REPL
+37.4%
+293.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.5% |
| 7D | -7.6% | +9.8% | -17.4% | -8.1% |
| 30D | -17.5% | +81.5% | -99.0% | -20.4% |
| 3M | -26.2% | +44.2% | -70.5% | -28.0% |
| 6M | -35.1% | +437.4% | -472.5% | -44.6% |
| YTD | -30.4% | +126.1% | -156.5% | -39.7% |
| 1Y | -14.0% | +143.1% | -157.1% | -25.9% |
| 3Y | +256.3% | +97.8% | +158.5% | +150.9% |
| 5Y | +112.5% | -34.3% | +146.8% | +67.4% |
| All | +331.2% | +37.4% | +293.8% | +203.9% |
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