-45.7%
RDDT vs HL
+22.6%
-68.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +13.2% | -7.2% | +2.6% |
| 7D | -24.4% | +0.2% | -24.6% | -24.2% |
| 30D | -32.3% | -12.1% | -20.2% | -30.3% |
| 3M | -36.3% | -2.8% | -33.5% | -36.4% |
| 6M | -39.7% | -14.9% | -24.8% | -39.0% |
| YTD | -55.7% | -22.0% | -33.6% | -53.4% |
| 1Y | -45.7% | +25.0% | -70.7% | -47.3% |
| All | -45.7% | +22.6% | -68.3% | -47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling