-45.7%
RDDT vs HLT
+46.7%
-92.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.5% | +2.5% | +4.6% |
| 7D | -24.4% | +7.7% | -32.1% | -26.5% |
| 30D | -32.3% | +19.1% | -51.4% | -36.6% |
| 3M | -36.3% | +20.7% | -57.0% | -40.9% |
| 6M | -39.7% | +21.0% | -60.8% | -44.5% |
| YTD | -55.7% | +31.3% | -86.9% | -62.1% |
| 1Y | -45.7% | +45.9% | -91.6% | -60.2% |
| All | -45.7% | +46.7% | -92.4% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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