+138.4%
HLT vs RRC
+142.8%
-4.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -1.6% | -1.8% | +0.2% | -1.3% |
| 30D | -5.0% | +2.7% | -7.7% | -5.4% |
| 3M | -10.4% | +8.8% | -19.2% | -11.7% |
| 6M | +3.2% | -1.2% | +4.4% | +2.9% |
| YTD | +6.7% | +17.6% | -10.8% | +3.1% |
| 1Y | +10.3% | +18.4% | -8.2% | +5.9% |
| 3Y | +99.3% | +33.1% | +66.2% | +84.4% |
| All | +138.4% | +142.8% | -4.4% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 5y: compounded portfolio wealth divided by compounded RRC 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…
5y analysis · Full analysis span regression · 6 months rolling