+4,236.8%
HDB vs RVTY
+566.2%
+3,670.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | +12.7% | -2.7% | +15.4% | +13.5% |
| 30D | +16.6% | +3.2% | +13.4% | +14.9% |
| 3M | +10.8% | +37.2% | -26.4% | -1.1% |
| 6M | +3.8% | +57.7% | -53.9% | -11.7% |
| YTD | -28.9% | +64.8% | -93.7% | -41.1% |
| 1Y | -28.0% | +72.8% | -100.8% | -41.3% |
| 3Y | -7.2% | +89.8% | -96.9% | -30.0% |
| 5Y | -22.2% | -8.4% | -13.8% | -26.6% |
| 10Y | +63.6% | +219.5% | -155.9% | -5.4% |
| All | +4,236.8% | +566.2% | +3,670.6% | +1,691.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling