+222.4%
HL vs RGTI
+54.2%
+168.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -4.4% | +0.5% | -4.8% | -4.4% |
| 30D | +9.3% | -17.1% | +26.4% | +10.7% |
| 3M | +32.0% | -26.0% | +58.0% | +34.4% |
| 6M | -6.4% | -9.9% | +3.4% | -6.5% |
| YTD | +3.1% | -31.1% | +34.2% | +4.6% |
| 1Y | +77.6% | -8.5% | +86.1% | +75.1% |
| 3Y | +392.8% | +652.2% | -259.4% | +270.8% |
| 5Y | +234.1% | +56.8% | +177.3% | +179.8% |
| All | +222.4% | +54.2% | +168.2% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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