-29.5%
HDB vs RL
+17.3%
-46.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +4.1% | +2.4% | +1.7% | +3.4% |
| 30D | +13.0% | +4.6% | +8.4% | +11.2% |
| 3M | +11.3% | -1.1% | +12.4% | +11.0% |
| 6M | +6.9% | +16.5% | -9.6% | +1.6% |
| YTD | -29.6% | +11.4% | -41.0% | -32.5% |
| 1Y | -29.5% | +16.1% | -45.6% | -32.4% |
| All | -29.5% | +17.3% | -46.8% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling