+3,673.1%
HD vs RL
+1,366.2%
+2,306.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.3% |
| 7D | -2.1% | -0.8% | -1.2% | -1.8% |
| 30D | -8.4% | -7.8% | -0.6% | -6.1% |
| 3M | +4.3% | -4.0% | +8.3% | +5.5% |
| 6M | -11.1% | -1.9% | -9.2% | -11.3% |
| YTD | -4.7% | -0.2% | -4.5% | -5.5% |
| 1Y | -19.8% | +10.7% | -30.5% | -23.4% |
| 3Y | +4.1% | +210.8% | -206.7% | -31.5% |
| 5Y | +10.3% | +238.2% | -227.9% | -31.7% |
| 10Y | +203.2% | +313.4% | -110.2% | +57.6% |
| All | +3,673.1% | +1,366.2% | +2,306.9% | +865.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling