+244.2%
HL vs RACE
+93.6%
+150.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.7% |
| 7D | +1.5% | -2.5% | +4.0% | +2.6% |
| 30D | +25.1% | +0.8% | +24.3% | +24.8% |
| 3M | +22.9% | +17.2% | +5.7% | +15.5% |
| 6M | -4.9% | +13.6% | -18.5% | -9.7% |
| YTD | +7.8% | +12.2% | -4.4% | +2.1% |
| 1Y | +133.9% | -16.3% | +150.1% | +147.8% |
| 3Y | +380.9% | +36.4% | +344.5% | +268.4% |
| All | +244.2% | +93.6% | +150.6% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling