+245.3%
HD vs RL
+347.1%
-101.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | -1.2% | -4.4% | +3.2% | 0.0% |
| 30D | +20.9% | +5.6% | +15.3% | +19.0% |
| 3M | -0.2% | -0.6% | +0.5% | -0.1% |
| 6M | +14.5% | +15.5% | -1.0% | +9.3% |
| YTD | +4.3% | +12.3% | -8.0% | +0.1% |
| 1Y | -3.5% | +19.3% | -22.8% | -8.9% |
| 3Y | +30.1% | +255.5% | -225.4% | -12.0% |
| 5Y | +8.5% | +247.1% | -238.6% | -28.1% |
| 10Y | +245.3% | +346.0% | -100.8% | +99.8% |
| All | +245.3% | +347.1% | -101.8% | +99.8% |
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