+245.0%
HD vs RVTY
+221.3%
+23.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +5.2% | -2.7% | +7.9% | +6.0% |
| 30D | +20.7% | +3.2% | +17.5% | +18.9% |
| 3M | +0.8% | +37.2% | -36.4% | -10.8% |
| 6M | +12.2% | +57.7% | -45.5% | -5.9% |
| YTD | +4.2% | +64.8% | -60.6% | -14.8% |
| 1Y | -2.6% | +72.8% | -75.4% | -21.9% |
| 3Y | +30.0% | +89.8% | -59.8% | -3.6% |
| 5Y | +8.1% | -8.4% | +16.5% | +4.6% |
| All | +245.0% | +221.3% | +23.7% | +100.9% |
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