+68.9%
HST vs RVMD
+644.5%
-575.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -1.0% | +1.0% | -2.1% | -1.2% |
| 30D | -12.3% | +6.4% | -18.7% | -13.1% |
| 3M | -6.4% | +34.9% | -41.3% | -10.5% |
| 6M | +15.0% | +107.6% | -92.5% | +1.8% |
| YTD | +30.5% | +163.7% | -133.2% | +10.0% |
| 1Y | +35.7% | +439.2% | -403.5% | +1.3% |
| 3Y | +68.4% | +499.2% | -430.8% | +18.1% |
| 5Y | +73.1% | +621.7% | -548.6% | +9.1% |
| All | +68.9% | +644.5% | -575.6% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling