-52.9%
REPL vs HRB
+112.6%
-165.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -1.9% |
| 7D | -5.7% | -9.1% | +3.3% | -5.9% |
| 30D | +22.5% | +0.3% | +22.2% | +22.6% |
| 3M | +64.7% | +23.4% | +41.3% | +65.5% |
| 6M | +83.0% | +45.1% | +37.9% | +84.5% |
| YTD | +52.0% | +8.9% | +43.1% | +56.9% |
| 1Y | +144.5% | -7.9% | +152.5% | +156.3% |
| 3Y | -25.1% | +27.9% | -53.0% | -31.9% |
| 5Y | -52.9% | +108.3% | -161.2% | -59.9% |
| All | -52.9% | +112.6% | -165.5% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling