+45.9%
HLT vs RVMD
+244.4%
-198.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +3.4% |
| 7D | +7.7% | +5.8% | +1.9% | +7.4% |
| 30D | +19.1% | -3.8% | +23.0% | +19.2% |
| 3M | +20.7% | +3.2% | +17.5% | +20.4% |
| 6M | +21.0% | +35.0% | -14.0% | +19.3% |
| YTD | +31.3% | +150.7% | -119.5% | +25.9% |
| 1Y | +45.9% | +241.0% | -195.1% | +31.9% |
| All | +45.9% | +244.4% | -198.5% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling