+97.1%
HST vs RVMD
+510.7%
-413.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.2% |
| 7D | +3.6% | -10.4% | +14.0% | +5.1% |
| 30D | +11.2% | -11.0% | +22.2% | +12.8% |
| 3M | +13.1% | -14.7% | +27.8% | +15.2% |
| 6M | +23.9% | +14.9% | +9.0% | +20.5% |
| YTD | +52.3% | +116.3% | -64.0% | +31.5% |
| 1Y | +56.7% | +167.6% | -110.9% | +30.6% |
| 3Y | +87.5% | +776.8% | -689.3% | +25.3% |
| 5Y | +82.8% | +424.8% | -342.0% | +21.6% |
| All | +97.1% | +510.7% | -413.6% | +8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling