+59.1%
HL vs RVTY
+2,416.7%
-2,357.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +1.5% | +1.1% | +0.4% | +1.3% |
| 30D | +25.1% | +13.2% | +11.8% | +21.7% |
| 3M | +22.9% | +27.2% | -4.3% | +16.3% |
| 6M | -4.9% | +32.4% | -37.3% | -11.1% |
| YTD | +7.8% | +34.9% | -27.0% | +0.4% |
| 1Y | +133.9% | +52.4% | +81.5% | +111.2% |
| 3Y | +380.9% | +12.3% | +368.6% | +359.7% |
| 5Y | +230.2% | -30.8% | +261.0% | +247.6% |
| 10Y | +265.6% | +150.7% | +114.9% | +196.4% |
| All | +59.1% | +2,416.7% | -2,357.6% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling