+1,245.1%
RSG vs HBM
+654.4%
+590.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.2% | -0.9% |
| 7D | -0.7% | +7.4% | -8.1% | -1.3% |
| 30D | +3.3% | +5.1% | -1.8% | +2.8% |
| 3M | +8.5% | +11.1% | -2.7% | +7.0% |
| 6M | -3.5% | +30.2% | -33.7% | -6.6% |
| YTD | +5.5% | +46.2% | -40.7% | +0.7% |
| 1Y | -1.7% | +120.0% | -121.8% | -9.8% |
| 3Y | +56.9% | +527.4% | -470.5% | +28.1% |
| 5Y | +89.4% | +400.4% | -311.0% | +53.4% |
| 10Y | +412.5% | +621.5% | -209.0% | +256.6% |
| All | +1,245.1% | +654.4% | +590.7% | +637.0% |
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