+130.0%
HL vs RRC
+73.1%
+57.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | -11.1% | +6.4% | -17.5% | -12.4% |
| 30D | -12.1% | +23.9% | -36.0% | -16.6% |
| 3M | -26.1% | +30.2% | -56.3% | -30.7% |
| 6M | -37.7% | +26.3% | -64.0% | -41.5% |
| YTD | -31.7% | +48.1% | -79.8% | -38.3% |
| 1Y | -11.6% | +37.7% | -49.3% | -19.0% |
| 3Y | +249.6% | +60.3% | +189.4% | +206.0% |
| 5Y | +108.5% | +135.3% | -26.8% | +63.7% |
| All | +130.0% | +73.1% | +57.0% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling