+588.9%
RVMD vs HIG
+116.1%
+472.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -3.0% | -1.5% | -1.5% | -2.3% |
| 30D | -0.7% | -0.4% | -0.4% | -0.6% |
| 3M | +36.5% | +6.7% | +29.9% | +31.8% |
| 6M | +104.6% | +2.0% | +102.6% | +101.5% |
| YTD | +155.8% | +0.3% | +155.5% | +153.0% |
| 1Y | +340.7% | +4.2% | +336.5% | +325.7% |
| 3Y | +519.9% | +102.2% | +417.7% | +294.8% |
| All | +588.9% | +116.1% | +472.8% | +334.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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