+53.6%
REPL vs HRB
+188.9%
-135.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +12.7% | -4.0% | +16.8% | +13.4% |
| 30D | +73.5% | +15.8% | +57.7% | +68.8% |
| 3M | +70.3% | +12.0% | +58.3% | +66.4% |
| 6M | +472.0% | +40.7% | +431.2% | +428.9% |
| YTD | +139.5% | +21.0% | +118.5% | +125.6% |
| 1Y | +167.3% | +11.7% | +155.6% | +156.8% |
| 3Y | +109.5% | +25.0% | +84.6% | +82.1% |
| 5Y | -29.9% | +141.0% | -170.9% | -53.3% |
| All | +53.6% | +188.9% | -135.3% | -14.6% |
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