-38.0%
HDB vs RNG
+120.2%
-158.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | -6.2% | -9.6% | +3.4% | -5.9% |
| 30D | -6.2% | +8.8% | -15.0% | -6.5% |
| 3M | -5.9% | +78.6% | -84.5% | -7.7% |
| 6M | -25.9% | +70.3% | -96.2% | -27.4% |
| YTD | -40.2% | +140.3% | -180.6% | -42.1% |
| 1Y | -38.0% | +126.6% | -164.6% | -39.4% |
| All | -38.0% | +120.2% | -158.2% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling