+65.9%
HDB vs RRC
+71.8%
-5.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +4.1% | +2.5% | +1.6% | +3.9% |
| 30D | +13.0% | +21.1% | -8.2% | +11.2% |
| 3M | +11.3% | +28.4% | -17.1% | +9.0% |
| 6M | +6.9% | +26.5% | -19.5% | +4.8% |
| YTD | -29.6% | +47.0% | -76.7% | -31.9% |
| 1Y | -29.5% | +35.2% | -64.7% | -31.4% |
| 3Y | -8.1% | +61.0% | -69.1% | -12.6% |
| 5Y | -23.4% | +133.6% | -157.0% | -30.1% |
| All | +65.9% | +71.8% | -5.9% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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