+41.5%
HDB vs RNG
+222.9%
-181.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.2% | +7.0% | +6.9% |
| 7D | +0.7% | -6.1% | +6.8% | +1.3% |
| 30D | +1.0% | +9.6% | -8.6% | 0.0% |
| 3M | -2.0% | +83.3% | -85.3% | -8.4% |
| 6M | -18.1% | +77.9% | -96.0% | -23.7% |
| YTD | -36.1% | +139.9% | -176.0% | -42.9% |
| 1Y | -34.0% | +121.7% | -155.7% | -40.7% |
| 3Y | -26.7% | +121.9% | -148.6% | -35.9% |
| 5Y | -33.9% | -68.4% | +34.5% | -30.7% |
| All | +41.5% | +222.9% | -181.4% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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