+175.3%
HLT vs RVMD
+622.3%
-447.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.6% | -3.0% | +1.4% | -1.2% |
| 30D | -5.0% | -0.7% | -4.3% | -5.0% |
| 3M | -10.4% | +36.5% | -46.9% | -14.1% |
| 6M | +3.2% | +104.6% | -101.4% | -7.4% |
| YTD | +6.7% | +155.8% | -149.1% | -8.0% |
| 1Y | +10.3% | +340.7% | -330.4% | -12.3% |
| 3Y | +99.3% | +519.9% | -420.6% | +44.8% |
| 5Y | +143.7% | +584.9% | -441.3% | +62.4% |
| All | +175.3% | +622.3% | -447.1% | +65.3% |
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