+741.5%
HWM vs REPL
-54.3%
+795.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.4% |
| 7D | -2.1% | -3.0% | +0.9% | -2.0% |
| 30D | -11.0% | +27.1% | -38.1% | -11.6% |
| 3M | +4.0% | +52.4% | -48.3% | +1.6% |
| 6M | -0.2% | +107.4% | -107.7% | -6.1% |
| YTD | +26.7% | +54.7% | -28.1% | +20.3% |
| 1Y | +44.7% | +158.9% | -114.1% | +32.0% |
| 3Y | +426.1% | -23.7% | +449.8% | +381.7% |
| All | +741.5% | -54.3% | +795.8% | +673.5% |
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