+19.4%
HL vs RBRK
+46.1%
-26.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -11.1% | +7.8% | -1.6% |
| 7D | 0.0% | -20.9% | +20.9% | +3.6% |
| 30D | -15.5% | -15.9% | +0.4% | -13.3% |
| 3M | -12.6% | +24.7% | -37.3% | -15.9% |
| 6M | -15.2% | +85.1% | -100.3% | -23.2% |
| YTD | -24.7% | +38.3% | -62.9% | -28.9% |
| 1Y | +19.4% | +46.2% | -26.7% | +13.1% |
| All | +19.4% | +46.1% | -26.7% | +13.1% |
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