+2.0%
RDW vs HDB
-33.6%
+35.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.9% | -9.2% | -5.0% |
| 7D | +0.9% | +0.7% | +0.2% | +0.4% |
| 30D | -21.3% | +1.0% | -22.3% | -21.8% |
| 3M | -37.9% | -2.0% | -35.9% | -38.4% |
| 6M | +12.3% | -18.1% | +30.4% | +20.1% |
| YTD | +39.7% | -36.1% | +75.9% | +65.4% |
| 1Y | +25.7% | -34.0% | +59.7% | +45.9% |
| 3Y | +230.8% | -26.7% | +257.5% | +259.6% |
| 5Y | -8.8% | -33.9% | +25.1% | -3.2% |
| All | +2.0% | -33.6% | +35.6% | +7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling