+243.3%
HL vs RL
+241.4%
+1.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.7% |
| 7D | +7.1% | +1.9% | +5.2% | +6.3% |
| 30D | +21.4% | -12.2% | +33.7% | +27.0% |
| 3M | +37.4% | -6.6% | +44.1% | +40.4% |
| 6M | +0.4% | +3.2% | -2.7% | -1.6% |
| YTD | +6.7% | -1.3% | +8.0% | +5.9% |
| 1Y | +102.4% | +13.6% | +88.8% | +91.7% |
| 3Y | +417.4% | +210.9% | +206.5% | +215.0% |
| 5Y | +243.3% | +246.9% | -3.5% | +93.1% |
| All | +243.3% | +241.4% | +1.9% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling