+303.0%
HIG vs RL
+308.3%
-5.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -2.3% | -2.2% | -0.1% | -1.7% |
| 30D | -1.2% | -15.3% | +14.1% | +3.8% |
| 3M | +6.3% | -10.3% | +16.6% | +9.3% |
| 6M | +0.6% | -2.2% | +2.8% | -0.2% |
| YTD | +0.6% | -4.3% | +4.9% | +0.1% |
| 1Y | +6.1% | +8.9% | -2.8% | +0.9% |
| 3Y | +102.0% | +201.4% | -99.4% | +30.0% |
| 5Y | +119.2% | +230.6% | -111.4% | +30.4% |
| All | +303.0% | +308.3% | -5.3% | +105.1% |
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