+230.9%
HDB vs RNG
+327.7%
-96.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | 0.0% |
| 7D | +0.4% | +5.8% | -5.3% | -0.2% |
| 30D | -2.8% | +19.6% | -22.4% | -4.7% |
| 3M | -3.5% | +67.0% | -70.6% | -9.0% |
| 6M | -24.7% | +88.4% | -113.1% | -30.3% |
| YTD | -36.6% | +155.5% | -192.0% | -43.7% |
| 1Y | -34.4% | +141.7% | -176.0% | -41.6% |
| 3Y | -24.4% | +131.1% | -155.5% | -34.2% |
| 5Y | -35.4% | -70.6% | +35.2% | -32.1% |
| 10Y | +39.5% | +228.2% | -188.7% | +7.5% |
| All | +230.9% | +327.7% | -96.8% | +145.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling