+2.0%
RDW vs HST
+90.7%
-88.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.6% |
| 7D | +0.9% | +0.9% | 0.0% | +0.3% |
| 30D | -21.3% | -2.5% | -18.8% | -20.0% |
| 3M | -37.9% | -5.1% | -32.7% | -36.9% |
| 6M | +12.3% | +21.6% | -9.4% | -3.9% |
| YTD | +39.7% | +31.6% | +8.1% | +13.8% |
| 1Y | +25.7% | +36.1% | -10.5% | -1.0% |
| 3Y | +230.8% | +66.5% | +164.4% | +130.9% |
| 5Y | -8.8% | +76.6% | -85.3% | -34.6% |
| All | +2.0% | +90.7% | -88.6% | -28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling