+248.1%
HD vs RRX
+207.5%
+40.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -0.5% | +12.6% | -13.1% | -4.1% |
| 30D | +18.5% | +10.6% | +7.9% | +13.9% |
| 3M | +2.2% | +4.6% | -2.5% | -0.4% |
| 6M | +13.8% | -13.6% | +27.5% | +15.7% |
| YTD | +3.4% | +29.4% | -26.0% | -10.1% |
| 1Y | -3.5% | +31.9% | -35.4% | -16.9% |
| 3Y | +29.0% | +68.3% | -39.3% | -4.6% |
| 5Y | +6.1% | +13.2% | -7.1% | -11.6% |
| All | +248.1% | +207.5% | +40.6% | +81.3% |
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