+951.2%
HIG vs RRX
+1,120.6%
-169.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.1% |
| 7D | -2.3% | -3.7% | +1.5% | -0.6% |
| 30D | -1.2% | -9.3% | +8.1% | +3.1% |
| 3M | +6.3% | -21.8% | +28.1% | +15.1% |
| 6M | +0.6% | -22.0% | +22.6% | +6.0% |
| YTD | +0.6% | +11.9% | -11.3% | -12.7% |
| 1Y | +6.1% | +11.6% | -5.5% | -9.2% |
| 3Y | +102.0% | +2.2% | +99.8% | +61.5% |
| 5Y | +119.2% | +14.9% | +104.3% | +54.9% |
| 10Y | +312.5% | +214.2% | +98.2% | +57.2% |
| All | +951.2% | +1,120.6% | -169.4% | +136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling