-30.7%
HDB vs RNG
+122.1%
-152.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -4.9% | -4.1% | -0.8% | -4.7% |
| 30D | -5.8% | +8.6% | -14.5% | -6.2% |
| 3M | -5.2% | +78.0% | -83.2% | -7.9% |
| 6M | -25.7% | +67.0% | -92.7% | -27.8% |
| YTD | -39.6% | +142.4% | -182.0% | -42.6% |
| 1Y | -36.9% | +120.4% | -157.4% | -39.8% |
| All | -30.7% | +122.1% | -152.7% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling