-1.9%
HD vs RRC
+28.5%
-30.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.9% |
| 7D | +3.6% | -10.3% | +13.9% | +2.5% |
| 30D | +21.6% | +19.5% | +2.1% | +23.7% |
| 3M | +0.1% | +27.9% | -27.8% | +3.0% |
| 6M | +13.0% | +21.2% | -8.2% | +15.5% |
| YTD | +4.9% | +39.6% | -34.6% | +6.3% |
| All | -1.9% | +28.5% | -30.4% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling