+281.4%
HL vs REPL
+100.5%
+180.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.6% | -11.9% | -7.4% |
| 7D | +8.2% | +12.7% | -4.6% | +7.9% |
| 30D | -16.3% | +73.5% | -89.8% | -17.4% |
| 3M | -18.6% | +70.3% | -88.9% | -19.7% |
| 6M | -23.2% | +472.0% | -495.2% | -28.0% |
| YTD | -25.5% | +139.5% | -165.0% | -29.8% |
| 1Y | -4.8% | +167.3% | -172.1% | -10.6% |
| 3Y | +281.4% | +109.5% | +171.9% | +220.5% |
| All | +281.4% | +100.5% | +180.9% | +220.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling