-0.8%
REPL vs HRB
+177.9%
-178.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.9% |
| 7D | -3.0% | -5.7% | +2.7% | -2.0% |
| 30D | +27.1% | +7.9% | +19.2% | +25.4% |
| 3M | +52.4% | +32.1% | +20.3% | +43.0% |
| 6M | +107.4% | +62.2% | +45.2% | +82.2% |
| YTD | +54.7% | +16.4% | +38.3% | +47.1% |
| 1Y | +158.9% | -0.3% | +159.1% | +155.0% |
| 3Y | -23.7% | +36.0% | -59.8% | -36.2% |
| 5Y | -54.3% | +125.2% | -179.5% | -69.0% |
| All | -0.8% | +177.9% | -178.7% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling