+157.0%
HL vs RL
+1,573.0%
-1,416.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.3% | -7.5% | -7.3% |
| 7D | +8.2% | +1.3% | +6.9% | +7.9% |
| 30D | -16.3% | +7.6% | -23.9% | -17.6% |
| 3M | -18.6% | -1.5% | -17.1% | -18.4% |
| 6M | -23.2% | +12.1% | -35.3% | -25.4% |
| YTD | -25.5% | +13.9% | -39.4% | -28.0% |
| 1Y | -4.8% | +20.7% | -25.4% | -8.9% |
| 3Y | +281.4% | +260.6% | +20.8% | +183.6% |
| 5Y | +137.8% | +248.9% | -111.0% | +75.6% |
| 10Y | +135.5% | +355.9% | -220.4% | +55.6% |
| All | +157.0% | +1,573.0% | -1,416.0% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling