+617.4%
RVMD vs HIG
+166.5%
+450.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.5% |
| 7D | -1.2% | -1.1% | -0.1% | -0.8% |
| 30D | +1.1% | -4.9% | +6.0% | +3.0% |
| 3M | +39.6% | +6.8% | +32.8% | +35.5% |
| 6M | +110.7% | -1.7% | +112.4% | +111.0% |
| YTD | +160.3% | -0.2% | +160.5% | +158.3% |
| 1Y | +404.9% | +5.7% | +399.2% | +388.1% |
| 3Y | +545.5% | +100.3% | +445.2% | +373.9% |
| 5Y | +584.7% | +118.5% | +466.2% | +383.5% |
| All | +617.4% | +166.5% | +450.9% | +391.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling