-23.5%
HDB vs RRC
+111.3%
-134.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | +13.7% | -10.3% | +24.0% | +14.5% |
| 30D | +15.8% | +19.5% | -3.6% | +14.0% |
| 3M | +9.2% | +27.9% | -18.7% | +6.8% |
| 6M | +3.2% | +21.2% | -18.0% | +1.2% |
| YTD | -29.4% | +39.6% | -68.9% | -31.8% |
| 1Y | -27.9% | +31.3% | -59.2% | -30.1% |
| 3Y | -5.9% | +51.9% | -57.8% | -11.3% |
| 5Y | -23.5% | +110.2% | -133.7% | -30.5% |
| All | -23.5% | +111.3% | -134.8% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling