+89.0%
HAL vs RVMD
+644.5%
-555.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +2.9% | +1.0% | +1.9% | +2.8% |
| 30D | +17.0% | +6.4% | +10.6% | +15.8% |
| 3M | -9.7% | +34.9% | -44.5% | -14.1% |
| 6M | +8.6% | +107.6% | -98.9% | -5.3% |
| YTD | +33.0% | +163.7% | -130.7% | +10.0% |
| 1Y | +68.3% | +439.2% | -370.9% | +21.6% |
| 3Y | +0.1% | +499.2% | -499.1% | -32.5% |
| 5Y | +102.6% | +621.7% | -519.1% | +19.6% |
| All | +89.0% | +644.5% | -555.5% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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