+575.2%
HLT vs RL
+311.3%
+264.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -1.6% | -3.4% | +1.8% | -0.3% |
| 30D | -5.0% | -14.4% | +9.4% | +0.6% |
| 3M | -10.4% | -13.6% | +3.2% | -5.8% |
| 6M | +3.2% | +0.6% | +2.7% | +1.7% |
| YTD | +6.7% | -3.6% | +10.4% | +6.7% |
| 1Y | +10.3% | +8.3% | +1.9% | +5.0% |
| 3Y | +99.3% | +204.8% | -105.5% | +22.5% |
| 5Y | +143.7% | +232.9% | -89.3% | +40.6% |
| All | +575.2% | +311.3% | +264.0% | +252.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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