+281.2%
HLT vs REPL
-7.7%
+288.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.1% |
| 7D | -2.4% | -5.7% | +3.3% | -2.3% |
| 30D | -4.1% | +22.5% | -26.6% | -4.7% |
| 3M | -10.6% | +64.7% | -75.2% | -12.8% |
| 6M | +2.0% | +83.0% | -81.0% | -3.7% |
| YTD | +6.1% | +52.0% | -45.8% | +0.7% |
| 1Y | +9.8% | +144.5% | -134.7% | -0.2% |
| 3Y | +99.0% | -25.1% | +124.1% | +75.4% |
| 5Y | +151.5% | -52.9% | +204.4% | +123.9% |
| All | +281.2% | -7.7% | +288.9% | +186.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling