-33.5%
RDDT vs HLT
+13.1%
-46.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +1.0% | -3.3% | +4.3% | +1.9% |
| 30D | -0.5% | -4.1% | +3.6% | +0.5% |
| 3M | -16.0% | -7.9% | -8.1% | -14.1% |
| 6M | +4.9% | +2.2% | +2.7% | +2.7% |
| YTD | -32.8% | +8.5% | -41.3% | -35.5% |
| 1Y | -33.5% | +12.1% | -45.6% | -37.9% |
| All | -33.5% | +13.1% | -46.5% | -37.9% |
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