+295.1%
HL vs RBRK
+124.5%
+170.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.7% |
| 7D | -4.4% | -7.5% | +3.1% | -2.9% |
| 30D | +9.3% | -10.4% | +19.7% | +11.1% |
| 3M | +32.0% | +21.3% | +10.7% | +26.2% |
| 6M | -6.4% | +50.6% | -57.1% | -14.8% |
| YTD | +3.1% | +13.3% | -10.2% | -1.2% |
| 1Y | +77.6% | +11.2% | +66.3% | +69.4% |
| All | +295.1% | +124.5% | +170.6% | +197.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling