+575.2%
HLT vs RACE
+844.0%
-268.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.5% |
| 7D | -1.6% | +0.9% | -2.5% | -2.0% |
| 30D | -5.0% | +1.6% | -6.6% | -5.7% |
| 3M | -10.4% | +13.2% | -23.6% | -15.1% |
| 6M | +3.2% | +22.9% | -19.6% | -5.6% |
| YTD | +6.7% | +13.3% | -6.5% | +0.3% |
| 1Y | +10.3% | -12.7% | +23.0% | +13.7% |
| 3Y | +99.3% | +40.3% | +59.1% | +61.8% |
| 5Y | +143.7% | +96.5% | +47.2% | +67.5% |
| All | +575.2% | +844.0% | -268.7% | +198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling