+354.4%
RMD vs HBM
+285.4%
+69.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | +0.1% | +5.1% | -5.0% | -0.5% |
| 30D | +1.9% | -15.8% | +17.7% | +3.6% |
| 3M | +6.3% | -22.4% | +28.7% | +8.8% |
| 6M | +18.2% | -20.2% | +38.5% | +19.5% |
| YTD | +0.3% | +9.0% | -8.7% | -3.2% |
| 1Y | -4.3% | +27.4% | -31.6% | -9.3% |
| 3Y | +71.3% | +424.2% | -353.0% | +33.4% |
| 5Y | -1.8% | +196.1% | -197.9% | -20.7% |
| All | +354.4% | +285.4% | +69.0% | +214.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling