-7.2%
HDB vs RGEN
+18.4%
-25.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.4% | +0.8% |
| 7D | +12.7% | -2.4% | +15.1% | +12.9% |
| 30D | +16.6% | +0.1% | +16.5% | +16.5% |
| 3M | +10.8% | +6.6% | +4.2% | +9.9% |
| 6M | +3.8% | +40.9% | -37.1% | +0.6% |
| YTD | -28.9% | +6.2% | -35.1% | -30.3% |
| 1Y | -28.0% | +19.4% | -47.4% | -29.8% |
| 3Y | -7.2% | +17.9% | -25.1% | -12.8% |
| All | -7.2% | +18.4% | -25.5% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling