-32.9%
HDB vs RVTY
+74.0%
-106.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.0% | +5.9% |
| 7D | +12.9% | -3.6% | +16.5% | +13.4% |
| 30D | +10.0% | +1.4% | +8.7% | +9.5% |
| 3M | +1.8% | +43.2% | -41.3% | -6.1% |
| 6M | -2.1% | +84.5% | -86.6% | -14.4% |
| YTD | -33.4% | +65.2% | -98.6% | -41.7% |
| 1Y | -32.9% | +74.3% | -107.2% | -41.6% |
| All | -32.9% | +74.0% | -106.8% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling