-18.6%
NRG vs HDB
-34.6%
+16.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.5% |
| 7D | +7.1% | +0.4% | +6.7% | +7.0% |
| 30D | -1.4% | -2.8% | +1.4% | -0.7% |
| 3M | -10.5% | -3.5% | -6.9% | -10.4% |
| 6M | -26.7% | -24.7% | -2.0% | -24.3% |
| YTD | -24.5% | -36.6% | +12.0% | -20.8% |
| 1Y | -18.6% | -34.4% | +15.8% | -14.2% |
| All | -18.6% | -34.6% | +16.1% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1y: compounded portfolio wealth divided by compounded HDB 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…
1y analysis · Full analysis span regression · 6 months rolling