+343.8%
HPE vs REPL
-53.9%
+397.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.8% | +9.5% | +7.8% |
| 7D | +10.1% | -5.7% | +15.9% | +10.4% |
| 30D | +5.3% | +22.5% | -17.2% | +4.3% |
| 3M | +12.7% | +64.7% | -52.0% | +8.2% |
| 6M | +167.7% | +83.0% | +84.6% | +147.3% |
| YTD | +135.5% | +52.0% | +83.5% | +118.6% |
| 1Y | +143.4% | +144.5% | -1.1% | +118.1% |
| 3Y | +249.2% | -25.1% | +274.2% | +203.4% |
| 5Y | +343.8% | -52.9% | +396.7% | +291.6% |
| All | +343.8% | -53.9% | +397.7% | +291.6% |
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