+135.7%
ROP vs HDB
+32.4%
+103.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.4% | -0.9% |
| 7D | -6.1% | -4.9% | -1.2% | -4.8% |
| 30D | -3.4% | -5.8% | +2.5% | -1.8% |
| 3M | +16.7% | -5.2% | +21.9% | +18.0% |
| 6M | +8.1% | -25.7% | +33.8% | +16.3% |
| YTD | -11.7% | -39.6% | +27.9% | +0.5% |
| 1Y | -24.2% | -36.9% | +12.7% | -14.9% |
| 3Y | -19.0% | -29.7% | +10.8% | -13.2% |
| 5Y | -15.9% | -37.8% | +21.9% | -8.3% |
| 10Y | +135.7% | +33.7% | +102.0% | +101.2% |
| All | +135.7% | +32.4% | +103.2% | +101.2% |
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