+193.5%
NRG vs HDB
-34.5%
+228.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.9% | -5.2% | -0.2% |
| 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% | -7.9% |
| 6M | -23.2% | -18.1% | -5.1% | -19.5% |
| YTD | -28.1% | -36.1% | +8.1% | -19.6% |
| 1Y | -27.3% | -34.0% | +6.8% | -19.6% |
| 3Y | +208.7% | -26.7% | +235.3% | +227.7% |
| All | +193.5% | -34.5% | +228.0% | +213.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling