+4,191.8%
HDB vs RGEN
+6,280.1%
-2,088.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.8% |
| 7D | +4.1% | -1.2% | +5.3% | +4.2% |
| 30D | +13.0% | -5.1% | +18.0% | +13.5% |
| 3M | +11.3% | +0.5% | +10.8% | +10.7% |
| 6M | +6.9% | +46.6% | -39.6% | +1.5% |
| YTD | -29.6% | +1.6% | -31.3% | -30.6% |
| 1Y | -29.5% | +5.4% | -34.9% | -30.8% |
| 3Y | -8.1% | +12.8% | -21.0% | -13.0% |
| 5Y | -23.4% | -35.6% | +12.2% | -24.8% |
| 10Y | +62.9% | +415.7% | -352.8% | +22.9% |
| All | +4,191.8% | +6,280.1% | -2,088.3% | +2,433.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling