+10.8%
HD vs RRC
+156.2%
-145.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -2.1% | +1.3% | -3.4% | -2.2% |
| 30D | -8.4% | +10.1% | -18.5% | -9.2% |
| 3M | +4.3% | +4.0% | +0.3% | +3.9% |
| 6M | -11.1% | +1.6% | -12.7% | -11.5% |
| YTD | -4.7% | +19.7% | -24.4% | -6.7% |
| 1Y | -19.8% | +21.4% | -41.2% | -21.8% |
| 3Y | +4.1% | +29.7% | -25.6% | -0.5% |
| All | +10.8% | +156.2% | -145.5% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling