+243.3%
HL vs REPL
-53.9%
+297.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.0% |
| 7D | +7.1% | -5.7% | +12.8% | +7.3% |
| 30D | +21.4% | +22.5% | -1.0% | +20.4% |
| 3M | +37.4% | +64.7% | -27.2% | +32.7% |
| 6M | +0.4% | +83.0% | -82.6% | -7.9% |
| YTD | +6.7% | +52.0% | -45.3% | -1.4% |
| 1Y | +102.4% | +144.5% | -42.2% | +78.6% |
| 3Y | +417.4% | -25.1% | +442.5% | +343.2% |
| 5Y | +243.3% | -52.9% | +296.2% | +180.1% |
| All | +243.3% | -53.9% | +297.2% | +180.1% |
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