+112.8%
HL vs RVTY
-15.1%
+127.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.1% |
| 7D | -11.1% | -0.5% | -10.7% | -10.9% |
| 30D | -12.1% | +1.5% | -13.6% | -13.0% |
| 3M | -26.1% | +31.5% | -57.6% | -35.3% |
| 6M | -37.7% | +62.7% | -100.4% | -50.6% |
| YTD | -31.7% | +60.0% | -91.7% | -45.8% |
| 1Y | -11.6% | +65.7% | -77.4% | -31.0% |
| 3Y | +249.6% | +85.2% | +164.4% | +147.4% |
| All | +112.8% | -15.1% | +127.9% | +92.2% |
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