+636.8%
HLT vs RRC
-44.1%
+681.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -1.5% | -1.7% | +0.3% | -1.2% |
| 30D | -1.2% | +3.6% | -4.8% | -1.7% |
| 3M | -10.3% | +8.8% | -19.2% | -11.5% |
| 6M | +1.3% | +0.8% | +0.5% | +0.7% |
| YTD | +7.0% | +19.0% | -11.9% | +4.0% |
| 1Y | +11.9% | +22.9% | -11.1% | +7.9% |
| 3Y | +100.7% | +32.3% | +68.3% | +89.5% |
| 5Y | +147.5% | +151.6% | -4.0% | +110.5% |
| 10Y | +586.5% | +5.5% | +581.0% | +473.7% |
| All | +636.8% | -44.1% | +681.0% | +525.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling