-37.4%
HDB vs RGEN
-42.7%
+5.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -2.0% | -0.9% | -1.2% | -2.0% |
| 30D | -4.9% | +2.8% | -7.7% | -5.3% |
| 3M | -2.3% | +34.5% | -36.8% | -6.2% |
| 6M | -23.7% | +40.5% | -64.2% | -27.3% |
| YTD | -38.5% | +2.8% | -41.3% | -39.3% |
| 1Y | -36.5% | +39.6% | -76.1% | -39.8% |
| 3Y | -28.5% | +4.4% | -32.9% | -31.8% |
| 5Y | -37.4% | -42.8% | +5.4% | -40.1% |
| All | -37.4% | -42.7% | +5.3% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling