+109.5%
REPL vs HRB
+29.4%
+80.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +12.7% | -4.0% | +16.8% | +11.9% |
| 30D | +73.5% | +15.8% | +57.7% | +79.1% |
| 3M | +70.3% | +12.0% | +58.3% | +75.1% |
| 6M | +472.0% | +40.7% | +431.2% | +531.7% |
| YTD | +139.5% | +21.0% | +118.5% | +168.2% |
| 1Y | +167.3% | +11.7% | +155.6% | +194.7% |
| 3Y | +109.5% | +25.0% | +84.6% | +58.9% |
| All | +109.5% | +29.4% | +80.1% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling