+2,029.9%
RMD vs HDB
+4,284.7%
-2,254.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +3.1% | +12.7% | -9.6% | +0.2% |
| 30D | +1.8% | +16.6% | -14.8% | -2.0% |
| 3M | +6.7% | +10.8% | -4.1% | +3.8% |
| 6M | +13.9% | +3.8% | +10.1% | +12.3% |
| YTD | -2.0% | -28.9% | +26.9% | +5.5% |
| 1Y | -5.4% | -28.0% | +22.6% | +1.5% |
| 3Y | +67.4% | -7.2% | +74.5% | +66.4% |
| 5Y | -5.7% | -22.2% | +16.5% | -3.4% |
| 10Y | +338.4% | +63.6% | +274.8% | +263.6% |
| All | +2,029.9% | +4,284.7% | -2,254.8% | +798.1% |
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