+63.6%
HDB vs RL
+369.1%
-305.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +12.7% | +1.3% | +11.4% | +12.3% |
| 30D | +16.6% | +7.6% | +9.0% | +14.6% |
| 3M | +10.8% | -1.5% | +12.3% | +10.9% |
| 6M | +3.8% | +12.1% | -8.2% | +0.7% |
| YTD | -28.9% | +13.9% | -42.8% | -31.5% |
| 1Y | -28.0% | +20.7% | -48.6% | -31.5% |
| 3Y | -7.2% | +260.6% | -267.7% | -34.2% |
| 5Y | -22.2% | +248.9% | -271.1% | -45.9% |
| 10Y | +63.6% | +355.9% | -292.3% | -1.6% |
| All | +63.6% | +369.1% | -305.5% | -1.6% |
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