+331.1%
HBM vs RVTY
-34.5%
+365.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.3% | -5.2% | -6.4% |
| 7D | -3.7% | -7.4% | +3.7% | -0.2% |
| 30D | -3.7% | +4.5% | -8.2% | -5.6% |
| 3M | +8.0% | +19.5% | -11.5% | -1.4% |
| 6M | +15.8% | +34.1% | -18.3% | -0.3% |
| YTD | +34.4% | +25.3% | +9.1% | +17.9% |
| 1Y | +98.2% | +47.0% | +51.2% | +59.4% |
| 3Y | +476.6% | +14.1% | +462.4% | +406.8% |
| 5Y | +331.1% | -34.6% | +365.7% | +359.3% |
| All | +331.1% | -34.5% | +365.6% | +359.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling