+8.5%
HD vs RL
+243.0%
-234.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | -1.2% | -4.4% | +3.2% | +0.2% |
| 30D | +20.9% | +5.6% | +15.3% | +18.7% |
| 3M | -0.2% | -0.6% | +0.5% | -0.1% |
| 6M | +14.5% | +15.5% | -1.0% | +8.6% |
| YTD | +4.3% | +12.3% | -8.0% | -0.5% |
| 1Y | -3.5% | +19.3% | -22.8% | -9.7% |
| 3Y | +30.1% | +255.5% | -225.4% | -19.0% |
| 5Y | +8.5% | +247.1% | -238.6% | -35.3% |
| All | +8.5% | +243.0% | -234.5% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling