+1,478.3%
HWM vs REPL
+36.1%
+1,442.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.4% | +8.7% | +2.6% |
| 7D | +5.0% | +5.3% | -0.3% | +4.6% |
| 30D | +1.5% | +66.6% | -65.1% | -1.4% |
| 3M | -20.3% | +59.6% | -79.9% | -22.5% |
| 6M | -18.0% | +482.4% | -500.4% | -29.3% |
| YTD | +9.5% | +124.1% | -114.6% | -3.7% |
| 1Y | +7.5% | +138.6% | -131.1% | -6.0% |
| 3Y | +355.7% | +96.0% | +259.6% | +228.8% |
| 5Y | +610.2% | -35.4% | +645.6% | +474.6% |
| All | +1,478.3% | +36.1% | +1,442.2% | +874.3% |
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