+33.0%
HD vs RBLX
-29.5%
+62.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.9% |
| 7D | -3.8% | +5.1% | -8.9% | -4.2% |
| 30D | -9.4% | +28.0% | -37.5% | -11.2% |
| 3M | -4.6% | +4.6% | -9.2% | -5.6% |
| 6M | -10.1% | -24.7% | +14.6% | -9.1% |
| YTD | -8.3% | -43.8% | +35.5% | -5.5% |
| 1Y | -25.0% | -65.8% | +40.8% | -19.7% |
| 3Y | +1.5% | +59.4% | -57.8% | -7.3% |
| 5Y | +5.6% | -48.2% | +53.8% | -2.4% |
| All | +33.0% | -29.5% | +62.5% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 RBLX 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