+34,289.6%
HD vs RVTY
+3,007.5%
+31,282.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +2.0% |
| 7D | +3.6% | +6.0% | -2.4% | +1.9% |
| 30D | +21.6% | +4.3% | +17.3% | +19.9% |
| 3M | +0.1% | +40.2% | -40.1% | -8.9% |
| 6M | +13.0% | +59.3% | -46.3% | -0.7% |
| YTD | +4.9% | +66.5% | -61.6% | -9.3% |
| 1Y | -2.1% | +77.5% | -79.5% | -16.8% |
| 3Y | +32.6% | +92.5% | -59.9% | +8.1% |
| 5Y | +8.2% | -6.8% | +15.0% | +4.1% |
| 10Y | +257.9% | +225.4% | +32.5% | +151.1% |
| All | +34,289.6% | +3,007.5% | +31,282.0% | +10,694.8% |
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 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