+90.0%
RSG vs HBM
+327.6%
-237.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.8% |
| 7D | 0.0% | -3.3% | +3.3% | +0.1% |
| 30D | +4.0% | -4.8% | +8.8% | +4.0% |
| 3M | +7.4% | -0.4% | +7.8% | +7.4% |
| 6M | +0.1% | +17.9% | -17.8% | -0.7% |
| YTD | +6.0% | +33.7% | -27.7% | +4.3% |
| 1Y | -3.0% | +95.6% | -98.6% | -6.4% |
| 3Y | +56.5% | +458.1% | -401.6% | +39.7% |
| All | +90.0% | +327.6% | -237.6% | +70.9% |
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