+140.1%
HL vs RL
+1,536.1%
-1,396.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.6% | -5.3% |
| 7D | -7.6% | +2.4% | -10.0% | -8.1% |
| 30D | -17.5% | +4.6% | -22.1% | -18.2% |
| 3M | -26.2% | -1.1% | -25.1% | -26.1% |
| 6M | -35.1% | +16.5% | -51.6% | -37.4% |
| YTD | -30.4% | +11.4% | -41.8% | -32.4% |
| 1Y | -14.0% | +16.1% | -30.0% | -17.0% |
| 3Y | +256.3% | +252.6% | +3.7% | +166.3% |
| 5Y | +112.5% | +244.9% | -132.4% | +57.4% |
| 10Y | +131.3% | +342.4% | -211.1% | +53.8% |
| All | +140.1% | +1,536.1% | -1,396.0% | +52.7% |
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