+25.9%
HD vs RL
+240.1%
-214.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.4% |
| 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% | +6.8% |
| YTD | +2.0% | +7.3% | -5.4% | -0.8% |
| 1Y | -4.3% | +20.8% | -25.1% | -9.8% |
| 3Y | +25.9% | +247.0% | -221.0% | -14.6% |
| All | +25.9% | +240.1% | -214.1% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling