+99.4%
HLT vs RL
+199.8%
-100.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | -2.6% | -2.2% | -0.4% | -2.0% |
| 30D | -2.6% | -15.3% | +12.7% | +2.4% |
| 3M | -9.4% | -10.3% | +0.9% | -6.7% |
| 6M | +2.7% | -2.2% | +5.0% | +2.4% |
| YTD | +6.8% | -4.3% | +11.1% | +7.0% |
| 1Y | +12.4% | +8.9% | +3.5% | +7.9% |
| All | +99.4% | +199.8% | -100.5% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling