+205.0%
HD vs RRC
+7.9%
+197.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -1.2% | -1.2% | 0.0% | -1.1% |
| 30D | -11.1% | +9.4% | -20.6% | -11.7% |
| 3M | +2.0% | +7.4% | -5.4% | +1.4% |
| 6M | -10.5% | +1.5% | -11.9% | -10.8% |
| YTD | -6.9% | +19.4% | -26.3% | -8.4% |
| 1Y | -23.2% | +24.2% | -47.4% | -24.9% |
| 3Y | +3.1% | +32.8% | -29.7% | -0.5% |
| 5Y | +7.4% | +152.9% | -145.5% | -2.8% |
| 10Y | +205.0% | +3.9% | +201.1% | +149.1% |
| All | +205.0% | +7.9% | +197.1% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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