+3.2%
HD vs RRX
+6.3%
-3.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -1.2% | +4.3% | -5.5% | -2.0% |
| 30D | -11.1% | -8.0% | -3.1% | -9.8% |
| 3M | +2.0% | -22.0% | +24.0% | +6.0% |
| 6M | -10.5% | -11.9% | +1.4% | -10.0% |
| YTD | -6.9% | +17.1% | -24.0% | -12.4% |
| 1Y | -23.2% | +14.9% | -38.1% | -27.8% |
| All | +3.2% | +6.3% | -3.1% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling