+68.4%
HPQ vs REPL
+37.4%
+31.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -1.9% | +9.8% | -11.7% | -2.3% |
| 30D | -5.7% | +81.5% | -87.2% | -7.9% |
| 3M | -0.4% | +44.2% | -44.6% | -2.0% |
| 6M | +40.0% | +437.4% | -397.4% | +26.7% |
| YTD | +34.6% | +126.1% | -91.5% | +23.2% |
| 1Y | +20.4% | +143.1% | -122.7% | +9.8% |
| 3Y | +18.3% | +97.8% | -79.5% | -6.7% |
| 5Y | +9.6% | -34.3% | +43.9% | -6.0% |
| All | +68.4% | +37.4% | +31.0% | +14.5% |
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