+138.4%
HLT vs RMD
-23.0%
+161.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -1.6% | -4.4% | +2.8% | -0.5% |
| 30D | -5.0% | -3.1% | -1.9% | -4.3% |
| 3M | -10.4% | +13.8% | -24.2% | -13.6% |
| 6M | +3.2% | -8.6% | +11.8% | +5.1% |
| YTD | +6.7% | -8.6% | +15.4% | +8.4% |
| 1Y | +10.3% | -19.7% | +29.9% | +15.6% |
| 3Y | +99.3% | +48.4% | +51.0% | +70.9% |
| All | +138.4% | -23.0% | +161.5% | +127.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling