+88.8%
HPQ vs REPL
-9.7%
+98.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +5.0% |
| 7D | +2.2% | -9.6% | +11.8% | +2.6% |
| 30D | +9.7% | +5.7% | +4.0% | +9.5% |
| 3M | +32.7% | +56.4% | -23.7% | +28.1% |
| 6M | +77.7% | +67.4% | +10.3% | +65.1% |
| YTD | +51.0% | +48.7% | +2.3% | +40.7% |
| 1Y | +18.4% | +148.3% | -129.9% | +4.8% |
| 3Y | +25.6% | -26.7% | +52.3% | +7.2% |
| 5Y | +38.6% | -54.1% | +92.8% | +20.1% |
| All | +88.8% | -9.7% | +98.5% | +30.7% |
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