+1,203.4%
RMD vs HBM
+613.3%
+590.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.3% |
| 7D | -5.0% | -6.4% | +1.4% | -4.3% |
| 30D | +2.2% | +5.9% | -3.7% | +1.5% |
| 3M | +17.8% | -8.9% | +26.8% | +18.2% |
| 6M | -11.3% | +10.7% | -22.0% | -13.6% |
| YTD | -4.4% | +38.3% | -42.7% | -9.6% |
| 1Y | -15.7% | +121.3% | -137.1% | -24.9% |
| 3Y | +47.7% | +450.6% | -402.8% | +15.7% |
| 5Y | -19.2% | +338.0% | -357.2% | -37.1% |
| 10Y | +280.4% | +578.6% | -298.2% | +151.4% |
| All | +1,203.4% | +613.3% | +590.0% | +600.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling