+25.9%
HD vs RRC
+36.3%
-10.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.8% |
| 7D | +4.3% | -10.8% | +15.2% | +4.5% |
| 30D | +20.2% | +22.3% | -2.1% | +19.4% |
| 3M | -1.0% | +26.6% | -27.6% | -1.8% |
| 6M | +7.9% | +18.9% | -11.0% | +7.3% |
| YTD | +2.0% | +39.2% | -37.2% | -0.1% |
| 1Y | -4.3% | +34.0% | -38.3% | -6.0% |
| 3Y | +25.9% | +42.0% | -16.1% | +24.2% |
| All | +25.9% | +36.3% | -10.3% | +24.2% |
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