-35.4%
RBLX vs HL
+238.7%
-274.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.5% |
| 7D | +8.1% | -5.6% | +13.7% | +9.2% |
| 30D | +23.9% | +12.7% | +11.2% | +20.7% |
| 3M | +8.1% | +42.5% | -34.4% | +0.7% |
| 6M | -23.7% | -9.0% | -14.7% | -23.7% |
| YTD | -44.6% | +4.4% | -49.0% | -46.5% |
| 1Y | -66.2% | +82.7% | -148.9% | -71.0% |
| 3Y | +54.7% | +406.3% | -351.6% | -2.0% |
| 5Y | -48.9% | +238.2% | -287.1% | -66.1% |
| All | -35.4% | +238.7% | -274.1% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling