+328.6%
HL vs RSG
+2,013.0%
-1,684.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +18.8% | +3.7% | +15.2% | +17.6% |
| 3M | +43.7% | +6.2% | +37.6% | +40.6% |
| 6M | -1.0% | -2.8% | +1.7% | -1.3% |
| YTD | +8.7% | +5.9% | +2.8% | +5.8% |
| 1Y | +105.0% | -1.8% | +106.8% | +103.4% |
| 3Y | +427.3% | +57.5% | +369.8% | +352.5% |
| 5Y | +249.3% | +91.1% | +158.2% | +181.8% |
| 10Y | +284.2% | +428.1% | -143.9% | +133.1% |
| All | +328.6% | +2,013.0% | -1,684.4% | +121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling