-49.7%
NRG vs HDB
-32.8%
-16.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +5.6% | -19.1% | -14.6% |
| 7D | -13.7% | +12.9% | -26.6% | -16.4% |
| 30D | -13.6% | +10.0% | -23.6% | -15.6% |
| 3M | -28.5% | +1.8% | -30.4% | -28.8% |
| 6M | -45.8% | -2.1% | -43.7% | -45.9% |
| YTD | -46.9% | -33.4% | -13.5% | -45.2% |
| 1Y | -49.7% | -32.9% | -16.8% | -48.4% |
| All | -49.7% | -32.8% | -16.9% | -48.4% |
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