+4.5%
HD vs RDW
-9.1%
+13.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.1% |
| 7D | -3.8% | +0.9% | -4.7% | -3.9% |
| 30D | -9.4% | -21.3% | +11.8% | -8.4% |
| 3M | -4.6% | -37.9% | +33.3% | -2.8% |
| 6M | -10.1% | +12.3% | -22.4% | -12.4% |
| YTD | -8.3% | +39.7% | -48.1% | -13.0% |
| 1Y | -25.0% | +25.7% | -50.7% | -29.0% |
| 3Y | +1.5% | +230.8% | -229.3% | -16.7% |
| All | +4.5% | -9.1% | +13.5% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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