+254.2%
HD vs RL
+356.1%
-101.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.5% |
| 7D | +4.3% | -4.2% | +8.5% | +5.6% |
| 30D | +20.2% | +4.3% | +15.9% | +18.8% |
| 3M | -1.0% | -4.6% | +3.6% | +0.2% |
| 6M | +7.9% | +1.7% | +6.2% | +6.7% |
| YTD | +2.0% | +7.3% | -5.4% | -0.8% |
| 1Y | -4.3% | +20.8% | -25.1% | -10.0% |
| 3Y | +25.9% | +247.0% | -221.0% | -14.3% |
| 5Y | +5.8% | +225.5% | -219.6% | -28.6% |
| All | +254.2% | +356.1% | -101.9% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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