+249.2%
HPE vs REPL
-29.4%
+278.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | +0.6% |
| 7D | -9.7% | +12.7% | -22.5% | -10.2% |
| 30D | -34.8% | +73.5% | -108.2% | -36.4% |
| 3M | -12.1% | +70.3% | -82.4% | -14.4% |
| 6M | +53.7% | +472.0% | -418.3% | +38.3% |
| YTD | +101.9% | +139.5% | -37.6% | +83.4% |
| 1Y | +104.3% | +167.3% | -62.9% | +84.8% |
| 3Y | +223.1% | +109.5% | +113.5% | +161.0% |
| 5Y | +249.2% | -29.9% | +279.1% | +210.4% |
| All | +249.2% | -29.4% | +278.6% | +210.4% |
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