+60.4%
HL vs RRX
+3,824.6%
-3,764.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.8% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | +18.8% | -8.0% | +26.8% | +22.3% |
| 3M | +43.7% | -25.1% | +68.8% | +57.0% |
| 6M | -1.0% | -18.3% | +17.2% | +4.2% |
| YTD | +8.7% | +14.2% | -5.4% | +1.0% |
| 1Y | +105.0% | +13.0% | +92.0% | +90.1% |
| 3Y | +427.3% | +4.2% | +423.1% | +377.7% |
| 5Y | +249.3% | +17.9% | +231.4% | +195.1% |
| 10Y | +284.2% | +220.4% | +63.7% | +123.9% |
| All | +60.4% | +3,824.6% | -3,764.2% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling