-25.3%
NRG vs HDB
-23.7%
-1.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -3.1% |
| 7D | +3.9% | -4.9% | +8.7% | +5.3% |
| 30D | -3.0% | -5.8% | +2.9% | -1.3% |
| 3M | -10.9% | -5.2% | -5.7% | -11.3% |
| 6M | -25.3% | -25.7% | +0.4% | -20.1% |
| All | -25.3% | -23.7% | -1.6% | -20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling