+34.0%
HDB vs RL
+304.3%
-270.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.8% |
| 7D | -2.0% | +1.9% | -3.9% | -2.5% |
| 30D | -4.9% | -12.2% | +7.3% | -2.1% |
| 3M | -2.3% | -6.6% | +4.3% | -1.0% |
| 6M | -23.7% | +3.2% | -26.9% | -24.5% |
| YTD | -38.5% | -1.3% | -37.2% | -38.7% |
| 1Y | -36.5% | +13.6% | -50.0% | -38.8% |
| 3Y | -28.5% | +210.9% | -239.3% | -47.5% |
| 5Y | -37.4% | +246.9% | -284.2% | -56.5% |
| 10Y | +34.0% | +310.1% | -276.1% | -15.9% |
| All | +34.0% | +304.3% | -270.3% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling