+65.0%
HST vs RVMD
+549.6%
-484.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.3% | -0.7% | +0.4% | -0.3% |
| 30D | -2.8% | +0.3% | -3.1% | -2.8% |
| 3M | -6.5% | +38.9% | -45.3% | -8.9% |
| 6M | +20.7% | +108.1% | -87.4% | +13.1% |
| YTD | +30.5% | +160.7% | -130.3% | +18.9% |
| 1Y | +36.8% | +407.3% | -370.5% | +15.4% |
| All | +65.0% | +549.6% | -484.6% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling