+247.2%
HL vs RDW
-0.7%
+247.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.0% |
| 7D | -4.4% | +0.9% | -5.2% | -4.5% |
| 30D | +9.3% | -21.3% | +30.6% | +11.8% |
| 3M | +32.0% | -37.9% | +69.8% | +37.0% |
| 6M | -6.4% | +12.3% | -18.7% | -9.4% |
| YTD | +3.1% | +39.7% | -36.6% | -2.3% |
| 1Y | +77.6% | +25.7% | +51.9% | +67.6% |
| 3Y | +392.8% | +230.8% | +162.0% | +283.0% |
| 5Y | +234.1% | -8.8% | +242.9% | +205.6% |
| All | +247.2% | -0.7% | +247.9% | +194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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