+256.9%
HL vs RMD
+274.3%
-17.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -4.4% | -4.4% | +0.1% | -2.7% |
| 30D | +9.3% | -3.1% | +12.4% | +10.7% |
| 3M | +32.0% | +13.8% | +18.2% | +24.9% |
| 6M | -6.4% | -8.6% | +2.1% | -3.9% |
| YTD | +3.1% | -8.6% | +11.8% | +6.0% |
| 1Y | +77.6% | -19.7% | +97.2% | +91.8% |
| 3Y | +392.8% | +48.4% | +344.4% | +301.9% |
| 5Y | +234.1% | -22.7% | +256.8% | +244.6% |
| All | +256.9% | +274.3% | -17.4% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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