+53.1%
RGTI vs HDB
-33.8%
+86.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | -0.1% | -6.2% | +6.1% | +3.3% |
| 30D | -16.2% | -6.2% | -10.0% | -13.5% |
| 3M | -22.0% | -5.9% | -16.2% | -20.9% |
| 6M | -10.8% | -25.9% | +15.1% | +3.7% |
| YTD | -31.6% | -40.2% | +8.7% | -10.7% |
| 1Y | -6.4% | -38.0% | +31.6% | +19.1% |
| 3Y | +665.7% | -30.5% | +696.1% | +785.0% |
| 5Y | +55.6% | -38.1% | +93.8% | +70.7% |
| All | +53.1% | -33.8% | +86.9% | +67.8% |
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