+56.5%
HD vs RVMD
+644.5%
-588.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -2.1% | +1.0% | -3.1% | -2.2% |
| 30D | -8.4% | +6.4% | -14.9% | -9.1% |
| 3M | +4.3% | +34.9% | -30.6% | +1.0% |
| 6M | -11.1% | +107.6% | -118.7% | -18.6% |
| YTD | -4.7% | +163.7% | -168.4% | -15.6% |
| 1Y | -19.8% | +439.2% | -459.0% | -34.8% |
| 3Y | +4.1% | +499.2% | -495.1% | -19.0% |
| 5Y | +10.3% | +621.7% | -611.4% | -20.2% |
| All | +56.5% | +644.5% | -588.0% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling