+1,819.5%
RIO vs HDB
+4,259.4%
-2,439.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -0.9% | +2.7% | -3.7% | -2.1% |
| 30D | -9.1% | +14.1% | -23.2% | -14.7% |
| 3M | -13.7% | +11.8% | -25.5% | -18.5% |
| 6M | -24.3% | +8.2% | -32.5% | -28.0% |
| YTD | +8.9% | -29.3% | +38.2% | +25.2% |
| 1Y | +22.7% | -28.8% | +51.5% | +40.4% |
| 3Y | +51.2% | -7.5% | +58.6% | +48.0% |
| 5Y | +88.1% | -23.1% | +111.2% | +93.3% |
| 10Y | +352.3% | +63.7% | +288.6% | +190.3% |
| All | +1,819.5% | +4,259.4% | -2,439.9% | +326.8% |
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