+3,769.4%
HDB vs RGEN
+6,321.5%
-2,552.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | +0.4% | -4.9% | +5.4% | +1.0% |
| 30D | -2.8% | +5.7% | -8.5% | -3.5% |
| 3M | -3.5% | +32.4% | -36.0% | -7.0% |
| 6M | -24.7% | +33.2% | -57.9% | -27.6% |
| YTD | -36.6% | +2.3% | -38.8% | -37.2% |
| 1Y | -34.4% | +39.0% | -73.4% | -37.5% |
| 3Y | -24.4% | -4.6% | -19.8% | -27.0% |
| 5Y | -35.4% | -42.7% | +7.3% | -35.5% |
| 10Y | +39.5% | +433.6% | -394.0% | +5.1% |
| All | +3,769.4% | +6,321.5% | -2,552.0% | +2,190.6% |
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