+206.4%
HD vs RRX
+228.4%
-22.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | -0.2% |
| 7D | -3.8% | -0.3% | -3.5% | -3.8% |
| 30D | -9.4% | -6.1% | -3.3% | -7.7% |
| 3M | -4.6% | -23.1% | +18.5% | +1.9% |
| 6M | -10.1% | -19.5% | +9.4% | -6.5% |
| YTD | -8.3% | +16.1% | -24.4% | -16.7% |
| 1Y | -25.0% | +12.9% | -37.9% | -31.9% |
| 3Y | +1.5% | +7.9% | -6.4% | -11.2% |
| 5Y | +5.6% | +19.1% | -13.5% | -14.3% |
| All | +206.4% | +228.4% | -22.0% | +52.0% |
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