+1,455.9%
HWM vs REPL
+36.8%
+1,419.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +7.3% | +1.2% | +6.0% | +7.2% |
| 30D | +1.6% | +92.2% | -90.6% | -2.1% |
| 3M | -21.9% | +44.1% | -66.0% | -23.6% |
| 6M | -19.0% | +313.0% | -332.1% | -28.4% |
| YTD | +7.9% | +125.2% | -117.3% | -5.1% |
| 1Y | +9.9% | +143.8% | -133.8% | -3.9% |
| 3Y | +342.1% | +104.2% | +237.9% | +217.4% |
| 5Y | +600.8% | -34.5% | +635.3% | +466.1% |
| All | +1,455.9% | +36.8% | +1,419.1% | +860.2% |
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