+255.0%
HIG vs RL
+337.1%
-82.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | +2.6% | +2.6% | 0.0% | +1.8% |
| 30D | +4.2% | +2.9% | +1.2% | +3.1% |
| 3M | +0.2% | 0.0% | +0.2% | -0.2% |
| 6M | +4.6% | +17.1% | -12.5% | -1.6% |
| YTD | +1.1% | +10.1% | -9.0% | -3.8% |
| 1Y | +4.7% | +17.3% | -12.6% | -2.6% |
| 3Y | +95.5% | +249.3% | -153.9% | +20.1% |
| 5Y | +111.7% | +240.9% | -129.2% | +26.3% |
| All | +255.0% | +337.1% | -82.0% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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