-4.3%
HL vs RL
+19.4%
-23.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.5% |
| 7D | -5.6% | -4.4% | -1.2% | -3.7% |
| 30D | -16.2% | +5.6% | -21.7% | -17.9% |
| 3M | -20.5% | -0.6% | -19.8% | -19.9% |
| 6M | -31.7% | +15.5% | -47.1% | -35.9% |
| YTD | -26.4% | +12.3% | -38.7% | -33.4% |
| 1Y | -4.3% | +19.3% | -23.6% | -19.2% |
| All | -4.3% | +19.4% | -23.7% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling