+130.0%
HL vs RACE
+729.2%
-599.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.5% |
| 7D | -11.1% | -1.2% | -9.9% | -10.6% |
| 30D | -12.1% | +6.1% | -18.2% | -14.4% |
| 3M | -26.1% | -0.3% | -25.8% | -25.8% |
| 6M | -37.7% | +23.4% | -61.2% | -43.4% |
| YTD | -31.7% | +12.5% | -44.2% | -35.9% |
| 1Y | -11.6% | -0.5% | -11.2% | -12.2% |
| 3Y | +249.6% | +23.6% | +226.0% | +190.4% |
| 5Y | +108.5% | +65.4% | +43.1% | +43.9% |
| All | +130.0% | +729.2% | -599.2% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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