-19.3%
RMD vs HDB
-35.4%
+16.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | -5.0% | +0.4% | -5.4% | -5.1% |
| 30D | +2.2% | -2.8% | +5.0% | +2.9% |
| 3M | +17.8% | -3.5% | +21.4% | +18.8% |
| 6M | -11.3% | -24.7% | +13.4% | -5.3% |
| YTD | -4.4% | -36.6% | +32.1% | +6.3% |
| 1Y | -15.7% | -34.4% | +18.7% | -7.1% |
| 3Y | +47.7% | -24.4% | +72.1% | +54.2% |
| All | -19.3% | -35.4% | +16.2% | -16.9% |
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