-5.9%
RMD vs HDB
-23.0%
+17.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.5% |
| 7D | +1.2% | +13.7% | -12.5% | -2.0% |
| 30D | +2.5% | +15.8% | -13.4% | -1.3% |
| 3M | +11.5% | +9.2% | +2.3% | +8.8% |
| 6M | +14.7% | +3.2% | +11.5% | +13.4% |
| YTD | -1.3% | -29.4% | +28.0% | +6.5% |
| 1Y | -5.3% | -27.9% | +22.7% | +1.7% |
| 3Y | +68.8% | -5.9% | +74.6% | +65.2% |
| 5Y | -5.9% | -23.5% | +17.6% | -6.8% |
| All | -5.9% | -23.0% | +17.1% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling