+1,443.4%
HWM vs REPL
+45.5%
+1,397.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.3% | +1.0% |
| 7D | -1.8% | +12.7% | -14.5% | -2.4% |
| 30D | -2.7% | +73.5% | -76.2% | -5.7% |
| 3M | -22.7% | +70.3% | -93.0% | -25.1% |
| 6M | -18.9% | +472.0% | -490.9% | -29.9% |
| YTD | +7.1% | +139.5% | -132.4% | -6.2% |
| 1Y | +4.7% | +167.3% | -162.6% | -9.0% |
| 3Y | +345.6% | +109.5% | +236.0% | +220.4% |
| 5Y | +588.3% | -29.9% | +618.2% | +453.6% |
| All | +1,443.4% | +45.5% | +1,397.9% | +849.4% |
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 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