-4.8%
HL vs RACE
+2.2%
-7.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.8% | -6.5% | -6.9% |
| 7D | +8.2% | +0.2% | +7.9% | +8.3% |
| 30D | -16.3% | +6.6% | -22.9% | -18.4% |
| 3M | -18.6% | +2.2% | -20.8% | -19.0% |
| 6M | -23.2% | +22.4% | -45.6% | -28.0% |
| YTD | -25.5% | +13.8% | -39.3% | -28.6% |
| 1Y | -4.8% | +2.2% | -7.0% | -5.5% |
| All | -4.8% | +2.2% | -7.0% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling