+230.2%
HDB vs TRGP
+2,299.4%
-2,069.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | +2.7% | +12.4% | -9.6% | +1.1% |
| 30D | +14.1% | +2.6% | +11.5% | +13.5% |
| 3M | +11.8% | +11.9% | 0.0% | +9.7% |
| 6M | +8.2% | +13.9% | -5.7% | +5.6% |
| YTD | -29.3% | +64.2% | -93.5% | -34.7% |
| 1Y | -28.8% | +78.5% | -107.3% | -35.1% |
| 3Y | -7.5% | +272.9% | -280.4% | -25.6% |
| 5Y | -23.1% | +510.7% | -533.8% | -43.1% |
| 10Y | +63.7% | +821.0% | -757.3% | +2.6% |
| All | +230.2% | +2,299.4% | -2,069.2% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling