+626.2%
HL vs RVMD
+636.2%
-10.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | +18.8% | +0.3% | +18.5% | +18.7% |
| 3M | +43.7% | +38.9% | +4.9% | +34.6% |
| 6M | -1.0% | +108.1% | -109.2% | -16.4% |
| YTD | +8.7% | +160.7% | -152.0% | -13.8% |
| 1Y | +105.0% | +407.3% | -302.3% | +39.3% |
| 3Y | +427.3% | +546.6% | -119.3% | +220.9% |
| 5Y | +249.3% | +579.8% | -330.5% | +93.5% |
| All | +626.2% | +636.2% | -10.0% | +233.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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