+33.7%
HDB vs RVTY
+134.6%
-100.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -1.1% |
| 7D | -4.9% | -5.4% | +0.5% | -3.4% |
| 30D | -5.8% | +6.7% | -12.6% | -7.6% |
| 3M | -5.2% | +19.0% | -24.2% | -9.8% |
| 6M | -25.7% | +34.6% | -60.4% | -31.9% |
| YTD | -39.6% | +28.3% | -67.8% | -44.3% |
| 1Y | -36.9% | +46.0% | -83.0% | -44.2% |
| 3Y | -29.7% | +16.9% | -46.6% | -36.3% |
| 5Y | -37.8% | -32.9% | -4.8% | -32.9% |
| 10Y | +33.7% | +141.6% | -107.9% | -15.0% |
| All | +33.7% | +134.6% | -100.8% | -15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling