-22.1%
RMD vs HBM
+392.2%
-414.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -4.7% | +5.5% | -10.2% | -5.3% |
| 30D | +0.2% | +3.3% | -3.0% | -0.2% |
| 3M | +12.0% | +12.7% | -0.6% | +9.9% |
| 6M | -12.5% | +28.2% | -40.7% | -16.3% |
| YTD | -7.9% | +45.3% | -53.2% | -13.9% |
| 1Y | -20.4% | +121.7% | -142.1% | -30.0% |
| 3Y | +53.1% | +523.5% | -470.4% | +13.1% |
| 5Y | -22.1% | +393.9% | -416.0% | -40.1% |
| All | -22.1% | +392.2% | -414.4% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling