-34.5%
RBLX vs HL
+234.6%
-269.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.6% |
| 7D | +5.1% | -4.4% | +9.4% | +5.9% |
| 30D | +28.0% | +9.3% | +18.7% | +25.4% |
| 3M | +4.6% | +32.0% | -27.4% | -1.2% |
| 6M | -24.7% | -6.4% | -18.2% | -25.0% |
| YTD | -43.8% | +3.1% | -47.0% | -45.6% |
| 1Y | -65.8% | +77.6% | -143.3% | -70.4% |
| 3Y | +59.4% | +392.8% | -333.5% | +1.6% |
| 5Y | -48.2% | +234.1% | -282.3% | -65.6% |
| All | -34.5% | +234.6% | -269.2% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 10y: compounded portfolio wealth divided by compounded HL 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…
10y analysis · Full analysis span regression · 6 months rolling