+329.8%
HPE vs REPL
-6.0%
+335.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.8% | -4.4% |
| 7D | -0.6% | -3.0% | +2.4% | -0.4% |
| 30D | -2.3% | +27.1% | -29.4% | -3.8% |
| 3M | -2.9% | +52.4% | -55.2% | -7.7% |
| 6M | +143.6% | +107.4% | +36.1% | +116.3% |
| YTD | +118.5% | +54.7% | +63.8% | +96.9% |
| 1Y | +129.2% | +158.9% | -29.7% | +93.8% |
| 3Y | +212.5% | -23.7% | +236.3% | +153.1% |
| 5Y | +286.9% | -54.3% | +341.2% | +220.4% |
| All | +329.8% | -6.0% | +335.8% | +180.9% |
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