+73.9%
HST vs RVMD
+591.3%
-517.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | -2.8% | +0.3% | -3.1% | -2.9% |
| 3M | -6.5% | +38.9% | -45.3% | -10.0% |
| 6M | +20.7% | +108.1% | -87.4% | +9.8% |
| YTD | +30.5% | +160.7% | -130.3% | +14.3% |
| 1Y | +36.8% | +407.3% | -370.5% | +9.2% |
| 3Y | +65.9% | +546.6% | -480.7% | +23.9% |
| 5Y | +73.9% | +579.8% | -505.9% | +21.0% |
| All | +73.9% | +591.3% | -517.4% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling