+133.9%
HL vs RBRK
+6.4%
+127.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.8% |
| 7D | +1.5% | +0.7% | +0.8% | +1.3% |
| 30D | +25.1% | +10.4% | +14.6% | +22.6% |
| 3M | +22.9% | +21.6% | +1.2% | +18.7% |
| 6M | -4.9% | +70.7% | -75.6% | -12.8% |
| YTD | +7.8% | +22.5% | -14.6% | +3.4% |
| 1Y | +133.9% | +8.2% | +125.7% | +123.6% |
| All | +133.9% | +6.4% | +127.4% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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