+1,575.9%
NRG vs HDB
+1,927.3%
-351.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.5% |
| 7D | +9.3% | -2.0% | +11.3% | +9.9% |
| 30D | +1.3% | -4.9% | +6.1% | +2.8% |
| 3M | -6.0% | -2.3% | -3.7% | -5.7% |
| 6M | -22.0% | -23.7% | +1.8% | -15.5% |
| YTD | -24.1% | -38.5% | +14.3% | -12.3% |
| 1Y | -18.0% | -36.5% | +18.4% | -6.3% |
| 3Y | +220.0% | -28.5% | +248.5% | +245.8% |
| 5Y | +201.1% | -37.4% | +238.5% | +233.6% |
| 10Y | +1,085.1% | +34.0% | +1,051.1% | +889.3% |
| All | +1,575.9% | +1,927.3% | -351.4% | +528.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling