+3,769.4%
HDB vs RVTY
+445.0%
+3,324.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.4% | +1.1% | -0.7% | +0.1% |
| 30D | -2.8% | +13.2% | -16.0% | -6.8% |
| 3M | -3.5% | +27.2% | -30.8% | -11.2% |
| 6M | -24.7% | +32.4% | -57.1% | -31.9% |
| YTD | -36.6% | +34.9% | -71.4% | -43.4% |
| 1Y | -34.4% | +52.4% | -86.7% | -44.1% |
| 3Y | -24.4% | +12.3% | -36.7% | -31.9% |
| 5Y | -35.4% | -30.8% | -4.5% | -32.6% |
| 10Y | +39.5% | +150.7% | -111.1% | -11.9% |
| All | +3,769.4% | +445.0% | +3,324.4% | +1,620.5% |
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