+496.2%
RVMD vs HDB
-6.8%
+502.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | -10.4% | +2.7% | -13.1% | -11.3% |
| 30D | -11.0% | +14.1% | -25.1% | -15.5% |
| 3M | -14.7% | +11.8% | -26.5% | -18.8% |
| 6M | +14.9% | +8.2% | +6.7% | +10.3% |
| YTD | +116.3% | -29.3% | +145.6% | +144.2% |
| 1Y | +167.6% | -28.8% | +196.4% | +201.1% |
| 3Y | +776.8% | -7.5% | +784.3% | +762.8% |
| 5Y | +424.8% | -23.1% | +447.8% | +446.3% |
| All | +496.2% | -6.8% | +502.9% | +523.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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