+608.0%
HWM vs REPL
-35.3%
+643.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | +11.1% | +9.8% | +1.3% | +10.8% |
| 30D | +3.0% | +81.5% | -78.5% | +1.1% |
| 3M | -20.7% | +44.2% | -64.9% | -21.7% |
| 6M | -17.2% | +437.4% | -454.6% | -22.8% |
| YTD | +9.1% | +126.1% | -117.1% | +2.5% |
| 1Y | +9.0% | +143.1% | -134.1% | +2.1% |
| 3Y | +353.8% | +97.8% | +256.0% | +284.6% |
| 5Y | +608.0% | -34.3% | +642.3% | +556.3% |
| All | +608.0% | -35.3% | +643.3% | +556.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling