+4,208.5%
HDB vs RVTY
+573.0%
+3,635.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -1.0% | +1.5% |
| 7D | +13.7% | +6.0% | +7.7% | +11.3% |
| 30D | +15.8% | +4.3% | +11.6% | +13.8% |
| 3M | +9.2% | +40.2% | -31.0% | -3.2% |
| 6M | +3.2% | +59.3% | -56.1% | -12.6% |
| YTD | -29.4% | +66.5% | -95.9% | -41.6% |
| 1Y | -27.9% | +77.5% | -105.4% | -41.8% |
| 3Y | -5.9% | +92.5% | -98.4% | -29.4% |
| 5Y | -23.5% | -6.8% | -16.7% | -28.3% |
| 10Y | +61.3% | +225.4% | -164.1% | -7.2% |
| All | +4,208.5% | +573.0% | +3,635.5% | +1,673.8% |
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