+82.3%
HST vs RVMD
+425.4%
-343.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.2% |
| 7D | +3.6% | -10.4% | +14.0% | +4.8% |
| 30D | +11.2% | -11.0% | +22.2% | +12.4% |
| 3M | +13.1% | -14.7% | +27.8% | +14.7% |
| 6M | +23.9% | +14.9% | +9.0% | +21.3% |
| YTD | +52.3% | +116.3% | -64.0% | +35.9% |
| 1Y | +56.7% | +167.6% | -110.9% | +35.8% |
| 3Y | +87.5% | +776.8% | -689.3% | +36.3% |
| All | +82.3% | +425.4% | -343.1% | +29.9% |
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