-2.6%
HD vs RRX
+29.3%
-31.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.4% |
| 7D | +1.5% | +4.3% | -2.8% | +1.1% |
| 30D | +18.0% | +12.3% | +5.7% | +16.1% |
| 3M | +2.8% | +3.7% | -0.9% | +2.1% |
| 6M | +17.0% | -13.9% | +30.9% | +18.0% |
| YTD | +3.5% | +26.5% | -22.9% | -3.5% |
| 1Y | -2.6% | +29.3% | -31.9% | -9.7% |
| All | -2.6% | +29.3% | -31.9% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling