+257.9%
HD vs RVTY
+217.6%
+40.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +1.7% |
| 7D | +3.6% | +6.0% | -2.4% | +1.3% |
| 30D | +21.6% | +4.3% | +17.3% | +19.3% |
| 3M | +0.1% | +40.2% | -40.1% | -12.0% |
| 6M | +13.0% | +59.3% | -46.3% | -5.6% |
| YTD | +4.9% | +66.5% | -61.6% | -14.5% |
| 1Y | -2.1% | +77.5% | -79.5% | -22.2% |
| 3Y | +32.6% | +92.5% | -59.9% | -2.2% |
| 5Y | +8.2% | -6.8% | +15.0% | +4.1% |
| 10Y | +257.9% | +225.4% | +32.5% | +106.8% |
| All | +257.9% | +217.6% | +40.3% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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