+196.2%
RDDT vs HST
+23.8%
+172.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | +3.3% | +2.0% | +1.3% | +2.2% |
| 30D | -7.6% | -5.2% | -2.4% | -4.7% |
| 3M | -12.7% | -6.2% | -6.5% | -9.9% |
| 6M | +7.2% | +20.4% | -13.3% | -5.7% |
| YTD | -35.0% | +30.6% | -65.6% | -45.7% |
| 1Y | -35.0% | +37.4% | -72.4% | -47.6% |
| All | +196.2% | +23.8% | +172.4% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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