+214.9%
ROL vs HDB
+61.5%
+153.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.5% |
| 7D | +7.5% | +13.7% | -6.2% | +4.8% |
| 30D | +21.1% | +15.8% | +5.3% | +17.6% |
| 3M | +3.1% | +9.2% | -6.1% | +1.2% |
| 6M | -27.4% | +3.2% | -30.6% | -28.2% |
| YTD | -34.7% | -29.4% | -5.4% | -30.5% |
| 1Y | -32.9% | -27.9% | -5.0% | -29.0% |
| 3Y | +6.1% | -5.9% | +12.0% | +4.9% |
| 5Y | +16.3% | -23.5% | +39.8% | +18.7% |
| 10Y | +214.9% | +61.3% | +153.5% | +160.5% |
| All | +214.9% | +61.5% | +153.3% | +160.5% |
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