+122.6%
HST vs RMD
+346.1%
-223.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +9.9% | +1.9% | +8.0% | +9.1% |
| 3M | +12.9% | +6.3% | +6.6% | +10.6% |
| 6M | +22.9% | +18.2% | +4.6% | +16.2% |
| YTD | +52.4% | +0.3% | +52.1% | +50.7% |
| 1Y | +52.5% | -4.3% | +56.8% | +52.8% |
| 3Y | +87.4% | +71.3% | +16.2% | +54.1% |
| 5Y | +82.9% | -1.8% | +84.7% | +74.4% |
| All | +122.6% | +346.1% | -223.6% | +40.7% |
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