+5.8%
HD vs RRC
+31.1%
-25.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -2.1% | +1.3% | -3.4% | -2.1% |
| 30D | -8.4% | +10.1% | -18.5% | -8.7% |
| 3M | +4.3% | +4.0% | +0.3% | +4.2% |
| 6M | -11.1% | +1.6% | -12.7% | -11.3% |
| YTD | -4.7% | +19.7% | -24.4% | -6.2% |
| 1Y | -19.8% | +21.4% | -41.2% | -21.3% |
| All | +5.8% | +31.1% | -25.3% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling