-37.4%
HDB vs RRC
+153.5%
-190.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -3.0% |
| 7D | -2.0% | -1.2% | -0.8% | -2.0% |
| 30D | -4.9% | +9.4% | -14.3% | -5.6% |
| 3M | -2.3% | +7.4% | -9.7% | -3.0% |
| 6M | -23.7% | +1.5% | -25.2% | -24.0% |
| YTD | -38.5% | +19.4% | -57.9% | -39.7% |
| 1Y | -36.5% | +24.2% | -60.7% | -38.1% |
| 3Y | -28.5% | +32.8% | -61.2% | -31.8% |
| 5Y | -37.4% | +152.9% | -190.3% | -43.6% |
| All | -37.4% | +153.5% | -190.9% | -43.6% |
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