+33.9%
HDB vs RGEN
+415.3%
-381.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.5% |
| 7D | -4.9% | -4.6% | -0.3% | -4.3% |
| 30D | -5.8% | +1.2% | -7.0% | -6.1% |
| 3M | -5.2% | +26.8% | -32.0% | -8.7% |
| 6M | -25.7% | +29.1% | -54.8% | -28.8% |
| YTD | -39.6% | +0.7% | -40.3% | -40.3% |
| 1Y | -36.9% | +39.1% | -76.0% | -40.6% |
| 3Y | -29.7% | +2.2% | -32.0% | -33.4% |
| 5Y | -37.8% | -44.0% | +6.2% | -37.7% |
| All | +33.9% | +415.3% | -381.4% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling