+583.5%
RVMD vs HBM
+336.0%
+247.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.5% | +5.4% | -0.6% |
| 7D | -3.6% | -3.7% | +0.2% | -2.9% |
| 30D | -1.1% | -3.7% | +2.6% | -0.6% |
| 3M | +41.0% | +8.0% | +33.0% | +37.5% |
| 6M | +105.7% | +15.8% | +89.9% | +95.2% |
| YTD | +155.3% | +34.4% | +120.9% | +131.3% |
| 1Y | +402.7% | +98.2% | +304.6% | +313.4% |
| 3Y | +533.1% | +476.6% | +56.5% | +276.0% |
| 5Y | +583.5% | +331.1% | +252.4% | +352.6% |
| All | +583.5% | +336.0% | +247.5% | +352.6% |
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