+261.2%
HL vs RL
+308.3%
-47.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -5.6% | -2.2% | -3.4% | -5.1% |
| 30D | +12.7% | -15.3% | +28.1% | +17.6% |
| 3M | +42.5% | -10.3% | +52.9% | +46.4% |
| 6M | -9.0% | -2.2% | -6.8% | -9.0% |
| YTD | +4.4% | -4.3% | +8.7% | +4.8% |
| 1Y | +82.7% | +8.9% | +73.8% | +77.8% |
| 3Y | +406.3% | +201.4% | +204.9% | +273.0% |
| 5Y | +238.2% | +230.6% | +7.6% | +138.6% |
| All | +261.2% | +308.3% | -47.1% | +176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling