+6.2%
HD vs RRX
+16.5%
-10.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.4% |
| 7D | -1.8% | -0.7% | -1.1% | -1.6% |
| 30D | -10.8% | -8.0% | -2.9% | -9.1% |
| 3M | -2.7% | -25.1% | +22.4% | +3.2% |
| 6M | -10.3% | -18.3% | +8.0% | -7.9% |
| YTD | -7.8% | +14.2% | -22.0% | -14.4% |
| 1Y | -23.1% | +13.0% | -36.2% | -29.0% |
| 3Y | +2.0% | +4.2% | -2.2% | -6.7% |
| 5Y | +6.2% | +17.9% | -11.7% | -8.0% |
| All | +6.2% | +16.5% | -10.3% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling