+301.7%
HIG vs RRX
+228.4%
+73.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.4% |
| 7D | -1.5% | -0.3% | -1.1% | -1.4% |
| 30D | -0.4% | -6.1% | +5.8% | +1.4% |
| 3M | +6.7% | -23.1% | +29.7% | +13.2% |
| 6M | +2.0% | -19.5% | +21.5% | +4.6% |
| YTD | +0.3% | +16.1% | -15.8% | -10.9% |
| 1Y | +4.2% | +12.9% | -8.7% | -7.5% |
| 3Y | +102.2% | +7.9% | +94.3% | +69.2% |
| 5Y | +118.5% | +19.1% | +99.4% | +64.5% |
| All | +301.7% | +228.4% | +73.3% | +73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling