+588.2%
HBM vs RVTY
+145.6%
+442.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -2.1% |
| 7D | -3.3% | -4.5% | +1.2% | -0.8% |
| 30D | -4.8% | +5.5% | -10.3% | -7.7% |
| 3M | -0.4% | +22.5% | -23.0% | -12.2% |
| 6M | +17.9% | +38.9% | -21.0% | -3.6% |
| YTD | +33.7% | +28.7% | +5.0% | +12.5% |
| 1Y | +95.6% | +45.5% | +50.1% | +51.7% |
| 3Y | +458.1% | +16.4% | +441.8% | +370.0% |
| 5Y | +329.0% | -32.7% | +361.7% | +397.4% |
| All | +588.2% | +145.6% | +442.6% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling