+283.4%
HLT vs REPL
-19.2%
+302.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | -1.6% | -14.1% | +12.5% | -1.2% |
| 30D | -5.0% | -15.2% | +10.2% | -4.7% |
| 3M | -10.4% | +49.9% | -60.3% | -12.5% |
| 6M | +3.2% | +63.5% | -60.3% | -2.3% |
| YTD | +6.7% | +32.9% | -26.2% | +1.7% |
| 1Y | +10.3% | +115.0% | -104.7% | +0.5% |
| 3Y | +99.3% | -34.7% | +134.1% | +76.4% |
| 5Y | +143.7% | -59.7% | +203.3% | +118.1% |
| All | +283.4% | -19.2% | +302.6% | +188.8% |
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