+31,139.8%
HD vs RVTY
+2,416.7%
+28,723.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.0% |
| 7D | -2.1% | +1.1% | -3.2% | -2.3% |
| 30D | -8.4% | +13.2% | -21.6% | -11.4% |
| 3M | +4.3% | +27.2% | -22.9% | -2.2% |
| 6M | -11.1% | +32.4% | -43.5% | -17.8% |
| YTD | -4.7% | +34.9% | -39.5% | -12.5% |
| 1Y | -19.8% | +52.4% | -72.2% | -28.9% |
| 3Y | +4.1% | +12.3% | -8.2% | -2.7% |
| 5Y | +10.3% | -30.8% | +41.1% | +15.0% |
| 10Y | +203.2% | +150.7% | +52.5% | +128.4% |
| All | +31,139.8% | +2,416.7% | +28,723.1% | +10,315.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling