-10.1%
HDB vs RL
+240.1%
-250.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.1% | +2.0% |
| 7D | +13.3% | -4.2% | +17.5% | +13.9% |
| 30D | +13.6% | +4.3% | +9.3% | +12.8% |
| 3M | +5.8% | -4.6% | +10.4% | +6.2% |
| 6M | -1.9% | +1.7% | -3.6% | -2.4% |
| YTD | -31.2% | +7.3% | -38.5% | -32.0% |
| 1Y | -29.6% | +20.8% | -50.4% | -30.9% |
| 3Y | -10.1% | +247.0% | -257.1% | -18.5% |
| All | -10.1% | +240.1% | -250.2% | -18.5% |
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