-37.4%
HDB vs RVTY
-32.1%
-5.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.5% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -4.9% | +10.8% | -15.7% | -7.0% |
| 3M | -2.3% | +26.8% | -29.1% | -7.2% |
| 6M | -23.7% | +39.3% | -63.0% | -29.0% |
| YTD | -38.5% | +31.6% | -70.1% | -42.4% |
| 1Y | -36.5% | +47.7% | -84.2% | -42.2% |
| 3Y | -28.5% | +19.9% | -48.4% | -33.8% |
| 5Y | -37.4% | -32.3% | -5.0% | -32.6% |
| All | -37.4% | -32.1% | -5.3% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling