+630.8%
HLT vs RL
+157.6%
+473.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.0% | -1.8% |
| 7D | -2.4% | +1.9% | -4.3% | -3.1% |
| 30D | -4.1% | -12.2% | +8.1% | +0.4% |
| 3M | -10.6% | -6.6% | -3.9% | -8.8% |
| 6M | +2.0% | +3.2% | -1.1% | -0.3% |
| YTD | +6.1% | -1.3% | +7.4% | +5.2% |
| 1Y | +9.8% | +13.6% | -3.8% | +3.1% |
| 3Y | +99.0% | +210.9% | -111.9% | +24.8% |
| 5Y | +151.5% | +246.9% | -95.4% | +47.8% |
| 10Y | +561.1% | +310.1% | +251.0% | +243.3% |
| All | +630.8% | +157.6% | +473.2% | +303.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling