+7.5%
HWM vs REPL
+147.5%
-140.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.4% | +8.7% | +2.4% |
| 7D | +5.0% | +5.3% | -0.3% | +4.8% |
| 30D | +1.5% | +66.6% | -65.1% | +0.6% |
| 3M | -20.3% | +59.6% | -79.9% | -21.0% |
| 6M | -18.0% | +482.4% | -500.4% | -19.5% |
| YTD | +9.5% | +124.1% | -114.6% | +6.5% |
| 1Y | +7.5% | +138.6% | -131.1% | +3.2% |
| All | +7.5% | +147.5% | -140.0% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling