+248.6%
HD vs RRX
+200.5%
+48.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.8% |
| 7D | +1.5% | +4.3% | -2.8% | +0.2% |
| 30D | +18.0% | +12.3% | +5.7% | +12.9% |
| 3M | +2.8% | +3.7% | -0.9% | +0.5% |
| 6M | +17.0% | -13.9% | +30.9% | +18.9% |
| YTD | +3.5% | +26.5% | -22.9% | -9.3% |
| 1Y | -2.6% | +29.3% | -31.9% | -15.6% |
| 3Y | +30.7% | +65.6% | -34.8% | -2.9% |
| 5Y | +6.2% | +10.6% | -4.4% | -10.9% |
| All | +248.6% | +200.5% | +48.1% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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