-15.7%
RMD vs HBM
+123.0%
-138.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.3% |
| 7D | -5.0% | -6.4% | +1.4% | -4.9% |
| 30D | +2.2% | +5.9% | -3.7% | +2.1% |
| 3M | +17.8% | -8.9% | +26.8% | +18.3% |
| 6M | -11.3% | +10.7% | -22.0% | -12.8% |
| YTD | -4.4% | +38.3% | -42.7% | -7.6% |
| 1Y | -15.7% | +121.3% | -137.1% | -18.6% |
| All | -15.7% | +123.0% | -138.7% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling