+68.8%
HPQ vs REPL
+36.1%
+32.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.3% | +2.1% |
| 7D | -3.2% | +5.3% | -8.5% | -3.4% |
| 30D | -3.0% | +66.6% | -69.7% | -5.0% |
| 3M | +0.6% | +59.6% | -59.0% | -1.4% |
| 6M | +36.6% | +482.4% | -445.8% | +23.2% |
| YTD | +35.0% | +124.1% | -89.1% | +23.6% |
| 1Y | +23.1% | +138.6% | -115.5% | +12.3% |
| 3Y | +18.6% | +96.0% | -77.4% | -6.4% |
| 5Y | +10.3% | -35.4% | +45.7% | -5.2% |
| All | +68.8% | +36.1% | +32.7% | +14.9% |
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