-27.3%
NRG vs HDB
-33.5%
+6.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.9% | -5.2% | 0.0% |
| 7D | -4.7% | +0.7% | -5.4% | -4.9% |
| 30D | -6.0% | +1.0% | -7.0% | -6.3% |
| 3M | -8.0% | -2.0% | -6.0% | -8.3% |
| 6M | -23.2% | -18.1% | -5.1% | -21.6% |
| YTD | -28.1% | -36.1% | +8.1% | -24.7% |
| 1Y | -27.3% | -34.0% | +6.8% | -24.5% |
| All | -27.3% | -33.5% | +6.3% | -24.5% |
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