+2.8%
RDW vs HST
+88.9%
-86.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.6% |
| 7D | +3.6% | -0.3% | +3.9% | +3.8% |
| 30D | -18.4% | -2.8% | -15.7% | -17.0% |
| 3M | -32.1% | -6.5% | -25.6% | -30.2% |
| 6M | +10.9% | +20.7% | -9.8% | -4.6% |
| YTD | +40.8% | +30.5% | +10.3% | +15.3% |
| 1Y | +31.1% | +36.8% | -5.6% | +3.0% |
| 3Y | +245.2% | +65.9% | +179.3% | +141.6% |
| 5Y | -16.7% | +73.9% | -90.6% | -39.9% |
| All | +2.8% | +88.9% | -86.2% | -27.4% |
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 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