+268.7%
HDB vs RNG
+340.1%
-71.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.5% |
| 7D | +2.7% | +4.6% | -1.9% | +2.3% |
| 30D | +14.1% | +0.4% | +13.7% | +13.9% |
| 3M | +11.8% | +11.4% | +0.4% | +10.2% |
| 6M | +8.2% | +95.7% | -87.5% | -0.1% |
| YTD | -29.3% | +162.9% | -192.2% | -37.6% |
| 1Y | -28.8% | +180.3% | -209.0% | -37.7% |
| 3Y | -7.5% | +188.3% | -195.8% | -21.6% |
| 5Y | -23.1% | -72.5% | +49.5% | -18.5% |
| 10Y | +63.7% | +236.7% | -173.0% | +25.6% |
| All | +268.7% | +340.1% | -71.4% | +171.9% |
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