+40.0%
HLT vs RDW
-11.3%
+51.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -19.8% | +18.0% | -1.5% |
| 7D | +3.6% | -32.4% | +36.0% | +4.2% |
| 30D | +14.6% | -41.7% | +56.3% | +15.6% |
| 3M | +13.9% | -42.3% | +56.2% | +14.9% |
| 6M | +18.3% | -28.8% | +47.1% | +18.0% |
| YTD | +28.9% | -18.6% | +47.4% | +27.5% |
| 1Y | +40.0% | -15.2% | +55.3% | +39.0% |
| All | +40.0% | -11.3% | +51.4% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling