-36.9%
HDB vs RGEN
+37.5%
-74.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.6% |
| 7D | -4.9% | -4.6% | -0.3% | -4.4% |
| 30D | -5.8% | +1.2% | -7.0% | -6.2% |
| 3M | -5.2% | +26.8% | -32.0% | -8.4% |
| 6M | -25.7% | +29.1% | -54.8% | -28.9% |
| YTD | -39.6% | +0.7% | -40.3% | -42.5% |
| 1Y | -36.9% | +39.1% | -76.0% | -39.3% |
| All | -36.9% | +37.5% | -74.4% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling