+33.5%
HD vs RDW
0.0%
+33.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.7% | -0.8% |
| 7D | -1.8% | +3.6% | -5.4% | -2.0% |
| 30D | -10.8% | -18.4% | +7.6% | -10.0% |
| 3M | -2.7% | -32.1% | +29.4% | -1.3% |
| 6M | -10.3% | +10.9% | -21.2% | -12.5% |
| YTD | -7.8% | +40.8% | -48.6% | -12.5% |
| 1Y | -23.1% | +31.1% | -54.3% | -27.4% |
| 3Y | +2.0% | +245.2% | -243.2% | -16.5% |
| 5Y | +6.2% | -16.7% | +22.9% | -10.9% |
| All | +33.5% | 0.0% | +33.5% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling