+611.9%
HL vs RACE
+663.9%
-52.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.9% | +4.2% |
| 7D | +13.8% | +3.9% | +9.9% | +12.0% |
| 30D | -9.7% | +7.4% | -17.2% | -12.5% |
| 3M | -8.5% | +1.6% | -10.1% | -9.0% |
| 6M | -17.2% | +23.3% | -40.5% | -24.4% |
| YTD | -19.6% | +14.7% | -34.3% | -25.0% |
| 1Y | +11.1% | +2.5% | +8.6% | +8.9% |
| 3Y | +299.7% | +28.0% | +271.7% | +232.6% |
| 5Y | +156.5% | +69.8% | +86.7% | +81.6% |
| 10Y | +122.4% | +734.9% | -612.5% | -11.4% |
| All | +611.9% | +663.9% | -52.0% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling