-4.7%
REPL vs HRB
+155.7%
-160.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -1.9% |
| 7D | -9.6% | -10.6% | +1.0% | -7.8% |
| 30D | +5.7% | -0.8% | +6.5% | +5.8% |
| 3M | +56.4% | +19.1% | +37.3% | +49.6% |
| 6M | +67.4% | +48.7% | +18.7% | +49.5% |
| YTD | +48.7% | +7.1% | +41.6% | +43.4% |
| 1Y | +148.3% | -8.3% | +156.6% | +148.3% |
| 3Y | -26.7% | +25.8% | -52.5% | -37.9% |
| 5Y | -54.1% | +111.1% | -165.2% | -68.6% |
| All | -4.7% | +155.7% | -160.4% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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