+249.3%
HL vs RRC
+154.4%
+94.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.5% |
| 3M | +43.7% | +8.8% | +34.9% | +39.3% |
| 6M | -1.0% | +0.8% | -1.8% | -2.6% |
| YTD | +8.7% | +19.0% | -10.2% | +1.5% |
| 1Y | +105.0% | +22.9% | +82.1% | +88.4% |
| 3Y | +427.3% | +32.3% | +395.0% | +361.4% |
| 5Y | +249.3% | +151.6% | +97.7% | +152.3% |
| All | +249.3% | +154.4% | +94.9% | +152.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling