+248.6%
HD vs RL
+337.1%
-88.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +1.5% | +2.6% | -1.1% | +0.8% |
| 30D | +18.0% | +2.9% | +15.1% | +17.0% |
| 3M | +2.8% | 0.0% | +2.8% | +2.7% |
| 6M | +17.0% | +17.1% | -0.1% | +11.2% |
| YTD | +3.5% | +10.1% | -6.6% | -0.1% |
| 1Y | -2.6% | +17.3% | -19.9% | -7.7% |
| 3Y | +30.7% | +249.3% | -218.6% | -11.3% |
| 5Y | +6.2% | +240.9% | -234.7% | -29.3% |
| All | +248.6% | +337.1% | -88.5% | +108.0% |
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