-31.4%
HDB vs RRX
+1.6%
-33.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | -6.2% | -3.7% | -2.4% | -5.8% |
| 30D | -6.2% | -9.3% | +3.1% | -5.4% |
| 3M | -5.9% | -21.8% | +15.9% | -4.1% |
| 6M | -25.9% | -22.0% | -3.9% | -24.9% |
| YTD | -40.2% | +11.9% | -52.2% | -41.3% |
| 1Y | -38.0% | +11.6% | -49.6% | -39.2% |
| All | -31.4% | +1.6% | -33.0% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling