+271.9%
HL vs RL
+1,366.2%
-1,094.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -2.9% |
| 7D | +1.5% | -0.8% | +2.3% | +1.6% |
| 30D | +25.1% | -7.8% | +32.8% | +27.1% |
| 3M | +22.9% | -4.0% | +26.9% | +23.8% |
| 6M | -4.9% | -1.9% | -3.0% | -4.9% |
| YTD | +7.8% | -0.2% | +8.0% | +7.3% |
| 1Y | +133.9% | +10.7% | +123.2% | +127.8% |
| 3Y | +380.9% | +210.8% | +170.1% | +269.3% |
| 5Y | +230.2% | +238.2% | -8.0% | +145.5% |
| 10Y | +265.6% | +313.4% | -47.8% | +146.6% |
| All | +271.9% | +1,366.2% | -1,094.2% | +142.2% |
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 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