+7.9%
RRX vs HBM
+458.1%
-450.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | -0.3% | -3.3% | +2.9% | +0.5% |
| 30D | -6.1% | -4.8% | -1.3% | -5.2% |
| 3M | -23.1% | -0.4% | -22.6% | -24.0% |
| 6M | -19.5% | +17.9% | -37.4% | -25.2% |
| YTD | +16.1% | +33.7% | -17.6% | +2.0% |
| 1Y | +12.9% | +95.6% | -82.7% | -12.6% |
| 3Y | +7.9% | +458.1% | -450.2% | -38.4% |
| All | +7.9% | +458.1% | -450.2% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 3y: compounded portfolio wealth divided by compounded HBM 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…
3y analysis · Full analysis span regression · 6 months rolling