+386.9%
HPE vs REPL
-9.7%
+396.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.3% | +5.2% |
| 7D | +13.6% | -9.6% | +23.2% | +14.3% |
| 30D | +7.7% | +5.7% | +2.0% | +7.3% |
| 3M | +22.4% | +56.4% | -34.0% | +16.1% |
| 6M | +172.6% | +67.4% | +105.2% | +145.2% |
| YTD | +147.5% | +48.7% | +98.9% | +123.5% |
| 1Y | +151.8% | +148.3% | +3.5% | +113.5% |
| 3Y | +267.1% | -26.7% | +293.7% | +197.9% |
| 5Y | +362.8% | -54.1% | +416.9% | +282.1% |
| All | +386.9% | -9.7% | +396.6% | +218.8% |
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