+249.3%
HL vs RVTY
-34.2%
+283.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +3.1% |
| 7D | +0.4% | -5.4% | +5.8% | +3.0% |
| 30D | +18.8% | +6.7% | +12.1% | +15.6% |
| 3M | +43.7% | +19.0% | +24.7% | +32.8% |
| 6M | -1.0% | +34.6% | -35.7% | -14.2% |
| YTD | +8.7% | +28.3% | -19.6% | -3.5% |
| 1Y | +105.0% | +46.0% | +59.0% | +70.4% |
| 3Y | +427.3% | +16.9% | +410.4% | +365.6% |
| 5Y | +249.3% | -32.9% | +282.2% | +237.8% |
| All | +249.3% | -34.2% | +283.5% | +237.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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