+536.9%
HWM vs REPL
-35.6%
+572.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.0% | -5.5% | +2.2% |
| 7D | +3.3% | +22.8% | -19.5% | +2.7% |
| 30D | -7.6% | +63.8% | -71.4% | -9.0% |
| 3M | -28.9% | +68.1% | -97.0% | -30.1% |
| 6M | -19.7% | +528.5% | -548.2% | -25.5% |
| YTD | +0.5% | +122.4% | -121.9% | -5.5% |
| 1Y | +0.3% | +154.4% | -154.1% | -6.3% |
| 3Y | +325.8% | +68.0% | +257.9% | +266.8% |
| All | +536.9% | -35.6% | +572.6% | +490.5% |
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