+2.8%
RDW vs HDB
-37.2%
+39.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.8% | -2.9% | -4.0% |
| 7D | +3.6% | -4.9% | +8.5% | +5.6% |
| 30D | -18.4% | -5.8% | -12.6% | -16.6% |
| 3M | -32.1% | -5.2% | -26.9% | -31.7% |
| 6M | +10.9% | -25.7% | +36.6% | +23.6% |
| YTD | +40.8% | -39.6% | +80.4% | +70.7% |
| 1Y | +31.1% | -36.9% | +68.0% | +55.1% |
| 3Y | +245.2% | -29.7% | +274.9% | +281.8% |
| 5Y | -16.7% | -37.8% | +21.0% | -9.6% |
| All | +2.8% | -37.2% | +39.9% | +10.4% |
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