+203.7%
NRG vs HDB
-31.0%
+234.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.0% |
| 7D | -0.2% | -6.2% | +6.0% | +1.3% |
| 30D | -6.8% | -6.2% | -0.6% | -5.4% |
| 3M | -7.1% | -5.9% | -1.3% | -6.2% |
| 6M | -27.6% | -25.9% | -1.6% | -23.0% |
| YTD | -29.2% | -40.2% | +11.0% | -21.4% |
| 1Y | -29.9% | -38.0% | +8.1% | -22.9% |
| All | +203.7% | -31.0% | +234.7% | +216.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling