+138.4%
HLT vs RRX
+17.8%
+120.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -1.0% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -5.0% | -6.1% | +1.1% | -3.5% |
| 3M | -10.4% | -23.1% | +12.7% | -5.4% |
| 6M | +3.2% | -19.5% | +22.8% | +6.2% |
| YTD | +6.7% | +16.1% | -9.3% | -3.0% |
| 1Y | +10.3% | +12.9% | -2.7% | +0.3% |
| 3Y | +99.3% | +7.9% | +91.4% | +76.0% |
| All | +138.4% | +17.8% | +120.6% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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