+207.9%
ROL vs HDB
+34.0%
+173.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -1.9% |
| 7D | -3.4% | -2.0% | -1.4% | -3.0% |
| 30D | -6.9% | -4.9% | -2.1% | -6.0% |
| 3M | -24.6% | -2.3% | -22.3% | -24.5% |
| 6M | -39.5% | -23.7% | -15.8% | -36.5% |
| YTD | -41.1% | -38.5% | -2.6% | -35.5% |
| 1Y | -37.9% | -36.5% | -1.5% | -32.5% |
| 3Y | +0.8% | -28.5% | +29.2% | +5.6% |
| 5Y | -4.7% | -37.4% | +32.7% | +1.4% |
| 10Y | +207.9% | +34.0% | +173.8% | +167.0% |
| All | +207.9% | +34.0% | +173.9% | +167.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling