-37.8%
HDB vs TRGP
+639.4%
-677.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -4.9% | -0.7% | -4.2% | -4.8% |
| 30D | -5.8% | +9.5% | -15.3% | -7.2% |
| 3M | -5.2% | +10.8% | -16.0% | -7.0% |
| 6M | -25.7% | +25.3% | -51.0% | -28.8% |
| YTD | -39.6% | +60.3% | -99.8% | -44.6% |
| 1Y | -36.9% | +84.6% | -121.5% | -43.8% |
| 3Y | -29.7% | +264.4% | -294.1% | -48.9% |
| 5Y | -37.8% | +636.6% | -674.3% | -62.5% |
| All | -37.8% | +639.4% | -677.2% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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