+87.7%
HST vs REPL
+98.6%
-10.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.0% |
| 7D | +3.6% | +9.8% | -6.2% | +3.6% |
| 30D | +9.9% | +81.5% | -71.6% | +9.5% |
| 3M | +12.9% | +44.2% | -31.3% | +12.7% |
| 6M | +22.9% | +437.4% | -414.5% | +20.8% |
| YTD | +52.4% | +126.1% | -73.7% | +50.3% |
| 1Y | +52.5% | +143.1% | -90.6% | +50.2% |
| All | +87.7% | +98.6% | -10.9% | +72.9% |
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 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