-7.5%
HDB vs RL
+250.5%
-258.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.6% |
| 7D | +2.7% | +2.6% | +0.2% | +2.4% |
| 30D | +14.1% | +2.9% | +11.2% | +13.6% |
| 3M | +11.8% | 0.0% | +11.8% | +11.6% |
| 6M | +8.2% | +17.1% | -8.9% | +5.8% |
| YTD | -29.3% | +10.1% | -39.4% | -30.4% |
| 1Y | -28.8% | +17.3% | -46.1% | -30.2% |
| 3Y | -7.5% | +249.3% | -256.8% | -16.2% |
| All | -7.5% | +250.5% | -258.0% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling