+617.4%
RVMD vs HRB
+169.7%
+447.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -0.1% |
| 7D | -1.2% | -9.1% | +7.8% | +0.5% |
| 30D | +1.1% | +0.3% | +0.8% | +0.5% |
| 3M | +39.6% | +23.4% | +16.2% | +32.4% |
| 6M | +110.7% | +45.1% | +65.6% | +91.2% |
| YTD | +160.3% | +8.9% | +151.4% | +151.5% |
| 1Y | +404.9% | -7.9% | +412.8% | +407.4% |
| 3Y | +545.5% | +27.9% | +517.5% | +482.3% |
| 5Y | +584.7% | +108.3% | +476.4% | +442.8% |
| All | +617.4% | +169.7% | +447.7% | +438.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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