+7.4%
HD vs RVMD
+570.7%
-563.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.2% |
| 7D | -1.2% | -1.2% | 0.0% | -1.1% |
| 30D | -11.1% | +1.1% | -12.2% | -11.3% |
| 3M | +2.0% | +39.6% | -37.6% | -1.2% |
| 6M | -10.5% | +110.7% | -121.1% | -17.4% |
| YTD | -6.9% | +160.3% | -167.1% | -16.5% |
| 1Y | -23.2% | +404.9% | -428.1% | -36.1% |
| 3Y | +3.1% | +545.5% | -542.4% | -18.9% |
| 5Y | +7.4% | +584.7% | -577.3% | -22.2% |
| All | +7.4% | +570.7% | -563.3% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling