+2.0%
RDW vs HBM
+293.5%
-291.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +0.9% | -3.3% | +4.1% | +2.0% |
| 30D | -21.3% | -4.8% | -16.5% | -20.1% |
| 3M | -37.9% | -0.4% | -37.4% | -38.2% |
| 6M | +12.3% | +17.9% | -5.6% | +5.0% |
| YTD | +39.7% | +33.7% | +6.0% | +25.4% |
| 1Y | +25.7% | +95.6% | -69.9% | -1.4% |
| 3Y | +230.8% | +458.1% | -227.3% | +86.1% |
| 5Y | -8.8% | +329.0% | -337.8% | -46.5% |
| All | +2.0% | +293.5% | -291.4% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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