-3.5%
HD vs RVTY
+67.3%
-70.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -0.5% | +4.1% | -4.6% | -1.2% |
| 30D | +18.5% | +1.3% | +17.2% | +17.9% |
| 3M | +2.2% | +33.3% | -31.1% | -5.5% |
| 6M | +13.8% | +58.3% | -44.4% | -0.5% |
| YTD | +3.4% | +62.7% | -59.3% | -12.1% |
| 1Y | -3.5% | +67.2% | -70.7% | -19.3% |
| All | -3.5% | +67.3% | -70.9% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling