+19.7%
HPQ vs REPL
-24.7%
+44.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -4.5% |
| 7D | -0.5% | -5.7% | +5.3% | -0.4% |
| 30D | +3.7% | +22.5% | -18.7% | +3.6% |
| 3M | +24.3% | +64.7% | -40.4% | +23.3% |
| 6M | +64.8% | +83.0% | -18.3% | +62.4% |
| YTD | +43.9% | +52.0% | -8.1% | +42.0% |
| 1Y | +11.7% | +144.5% | -132.9% | +9.3% |
| 3Y | +19.7% | -25.1% | +44.7% | +19.4% |
| All | +19.7% | -24.7% | +44.4% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling