+2,044.7%
RMD vs HDB
+4,256.0%
-2,211.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.5% |
| 7D | +1.2% | +13.7% | -12.5% | -1.9% |
| 30D | +2.5% | +15.8% | -13.4% | -1.2% |
| 3M | +11.5% | +9.2% | +2.3% | +8.8% |
| 6M | +14.7% | +3.2% | +11.5% | +13.3% |
| YTD | -1.3% | -29.4% | +28.0% | +6.4% |
| 1Y | -5.3% | -27.9% | +22.7% | +1.7% |
| 3Y | +68.8% | -5.9% | +74.6% | +67.2% |
| 5Y | -5.9% | -23.5% | +17.6% | -3.2% |
| 10Y | +348.7% | +61.3% | +287.3% | +273.3% |
| All | +2,044.7% | +4,256.0% | -2,211.3% | +805.8% |
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