+228.7%
HL vs RSG
+89.9%
+138.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.3% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | +9.3% | +4.0% | +5.3% | +8.6% |
| 3M | +32.0% | +7.4% | +24.6% | +29.7% |
| 6M | -6.4% | +0.1% | -6.5% | -6.4% |
| YTD | +3.1% | +6.0% | -2.9% | +1.2% |
| 1Y | +77.6% | -3.0% | +80.5% | +79.7% |
| 3Y | +392.8% | +56.5% | +336.3% | +303.9% |
| All | +228.7% | +89.9% | +138.8% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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