+1,350.1%
HWM vs REPL
+35.1%
+1,315.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.0% | -5.5% | +2.1% |
| 7D | +3.4% | +22.8% | -19.4% | +2.2% |
| 30D | -7.5% | +63.8% | -71.3% | -10.1% |
| 3M | -28.9% | +68.1% | -97.0% | -31.1% |
| 6M | -19.6% | +528.5% | -548.1% | -31.1% |
| YTD | +0.6% | +122.4% | -121.8% | -11.5% |
| 1Y | +0.3% | +154.4% | -154.0% | -12.6% |
| 3Y | +326.1% | +68.0% | +258.2% | +213.6% |
| 5Y | +525.2% | -35.4% | +560.5% | +405.5% |
| All | +1,350.1% | +35.1% | +1,315.0% | +795.7% |
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