+51.3%
HD vs RVMD
+636.2%
-584.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | -10.8% | +0.3% | -11.2% | -10.9% |
| 3M | -2.7% | +38.9% | -41.5% | -6.1% |
| 6M | -10.3% | +108.1% | -118.4% | -17.9% |
| YTD | -7.8% | +160.7% | -168.6% | -18.3% |
| 1Y | -23.1% | +407.3% | -430.4% | -37.1% |
| 3Y | +2.0% | +546.6% | -544.6% | -21.4% |
| 5Y | +6.2% | +579.8% | -573.6% | -22.6% |
| All | +51.3% | +636.2% | -584.9% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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