+105.0%
HL vs REPL
+136.9%
-31.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +1.9% |
| 7D | +0.4% | -9.6% | +10.0% | +0.6% |
| 30D | +18.8% | +5.7% | +13.1% | +18.6% |
| 3M | +43.7% | +56.4% | -12.7% | +41.9% |
| 6M | -1.0% | +67.4% | -68.5% | -6.1% |
| YTD | +8.7% | +48.7% | -39.9% | +3.2% |
| 1Y | +105.0% | +148.3% | -43.3% | +88.3% |
| All | +105.0% | +136.9% | -31.9% | +88.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling