+176.9%
HLT vs RDW
-0.7%
+177.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | -1.6% | +0.9% | -2.5% | -1.7% |
| 30D | -5.0% | -21.3% | +16.3% | -3.5% |
| 3M | -10.4% | -37.9% | +27.5% | -8.0% |
| 6M | +3.2% | +12.3% | -9.0% | -0.4% |
| YTD | +6.7% | +39.7% | -33.0% | -0.5% |
| 1Y | +10.3% | +25.7% | -15.4% | +2.5% |
| 3Y | +99.3% | +230.8% | -131.5% | +55.4% |
| 5Y | +143.7% | -8.8% | +152.5% | +94.4% |
| All | +176.9% | -0.7% | +177.7% | +116.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling