+72.2%
HAL vs RVMD
+510.7%
-438.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.5% |
| 7D | +6.1% | -10.4% | +16.5% | +7.8% |
| 30D | +2.9% | -11.0% | +13.9% | +4.4% |
| 3M | +3.3% | -14.7% | +18.0% | +5.3% |
| 6M | -16.9% | +14.9% | -31.8% | -19.6% |
| YTD | +21.2% | +116.3% | -95.1% | +2.8% |
| 1Y | +27.5% | +167.6% | -140.1% | +4.1% |
| 3Y | -6.4% | +776.8% | -783.2% | -40.3% |
| 5Y | +58.0% | +424.8% | -366.8% | +0.5% |
| All | +72.2% | +510.7% | -438.5% | -22.2% |
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