+617.4%
RVMD vs HBM
+824.3%
-207.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.8% | -7.0% | -2.5% |
| 7D | -1.2% | +7.4% | -8.6% | -2.8% |
| 30D | +1.1% | +5.1% | -4.0% | -0.3% |
| 3M | +39.6% | +11.1% | +28.5% | +35.0% |
| 6M | +110.7% | +30.2% | +80.5% | +93.8% |
| YTD | +160.3% | +46.2% | +114.1% | +129.6% |
| 1Y | +404.9% | +120.0% | +284.9% | +300.2% |
| 3Y | +545.5% | +527.4% | +18.0% | +271.7% |
| 5Y | +584.7% | +400.4% | +184.3% | +295.7% |
| All | +617.4% | +824.3% | -207.0% | +185.8% |
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