+392.8%
HL vs RRX
+5.4%
+387.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -2.3% |
| 7D | -4.4% | -0.3% | -4.0% | -4.3% |
| 30D | +9.3% | -6.1% | +15.4% | +11.4% |
| 3M | +32.0% | -23.1% | +55.0% | +40.8% |
| 6M | -6.4% | -19.5% | +13.1% | -2.1% |
| YTD | +3.1% | +16.1% | -12.9% | -2.8% |
| 1Y | +77.6% | +12.9% | +64.6% | +68.0% |
| 3Y | +392.8% | +7.9% | +384.9% | +346.1% |
| All | +392.8% | +5.4% | +387.5% | +346.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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