+2,289.7%
RIO vs HDB
+3,812.1%
-1,522.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | 0.0% | +0.4% | -0.5% | -0.2% |
| 30D | +4.0% | -2.8% | +6.8% | +5.3% |
| 3M | +0.1% | -3.5% | +3.7% | +1.1% |
| 6M | +12.7% | -24.7% | +37.4% | +26.9% |
| YTD | +35.6% | -36.6% | +72.1% | +64.7% |
| 1Y | +73.7% | -34.4% | +108.1% | +107.0% |
| 3Y | +93.3% | -24.4% | +117.7% | +108.8% |
| 5Y | +92.4% | -35.4% | +127.8% | +115.7% |
| 10Y | +606.9% | +39.5% | +567.4% | +392.0% |
| All | +2,289.7% | +3,812.1% | -1,522.5% | +461.5% |
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