+654.4%
HBM vs RVTY
+876.6%
-222.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.4% | +8.2% | +7.2% |
| 7D | +7.4% | +0.4% | +7.0% | +6.9% |
| 30D | +5.1% | +10.8% | -5.8% | -1.5% |
| 3M | +11.1% | +26.8% | -15.7% | -5.3% |
| 6M | +30.2% | +39.3% | -9.1% | +4.1% |
| YTD | +46.2% | +31.6% | +14.6% | +19.3% |
| 1Y | +120.0% | +47.7% | +72.4% | +64.9% |
| 3Y | +527.4% | +19.9% | +507.5% | +408.3% |
| 5Y | +400.4% | -32.3% | +432.7% | +474.3% |
| 10Y | +621.5% | +138.4% | +483.1% | +222.1% |
| All | +654.4% | +876.6% | -222.3% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling