+212.8%
RDDT vs HL
+354.5%
-141.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | +2.1% | -4.4% | +6.5% | +3.0% |
| 30D | +2.8% | +9.3% | -6.5% | +0.6% |
| 3M | -8.9% | +32.0% | -40.9% | -14.3% |
| 6M | +15.1% | -6.4% | +21.5% | +14.3% |
| YTD | -31.4% | +3.1% | -34.5% | -33.8% |
| 1Y | -39.4% | +77.6% | -117.0% | -48.5% |
| All | +212.8% | +354.5% | -141.7% | +143.3% |
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 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