+212.8%
RDDT vs HWM
+240.8%
-28.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.2% |
| 7D | +2.1% | -11.4% | +13.6% | +7.7% |
| 30D | +2.8% | -18.5% | +21.3% | +12.6% |
| 3M | -8.9% | -13.2% | +4.2% | -4.0% |
| 6M | +15.1% | -8.7% | +23.7% | +17.1% |
| YTD | -31.4% | +12.2% | -43.5% | -39.0% |
| 1Y | -39.4% | +24.9% | -64.4% | -49.8% |
| All | +212.8% | +240.8% | -28.0% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling