+247.2%
HD vs RL
+369.1%
-121.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +5.2% | +1.3% | +3.9% | +4.8% |
| 30D | +20.7% | +7.6% | +13.1% | +18.2% |
| 3M | +0.8% | -1.5% | +2.3% | +1.1% |
| 6M | +12.2% | +12.1% | +0.1% | +8.0% |
| YTD | +4.2% | +13.9% | -9.7% | -0.4% |
| 1Y | -2.6% | +20.7% | -23.2% | -8.4% |
| 3Y | +30.0% | +260.6% | -230.5% | -12.5% |
| 5Y | +8.1% | +248.9% | -240.8% | -28.5% |
| 10Y | +247.2% | +355.9% | -108.7% | +99.9% |
| All | +247.2% | +369.1% | -121.9% | +99.9% |
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