+419.5%
HL vs RRC
+31.0%
+388.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +0.4% | -1.7% | +2.1% | +0.9% |
| 30D | +18.8% | +3.6% | +15.2% | +17.6% |
| 3M | +43.7% | +8.8% | +34.9% | +39.4% |
| 6M | -1.0% | +0.8% | -1.8% | -2.6% |
| YTD | +8.7% | +19.0% | -10.2% | +0.7% |
| 1Y | +105.0% | +22.9% | +82.1% | +86.5% |
| All | +419.5% | +31.0% | +388.5% | +329.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling