-0.4%
ROP vs HDB
-23.0%
+22.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.6% |
| 7D | -1.6% | +13.7% | -15.3% | -4.4% |
| 30D | +29.5% | +15.8% | +13.7% | +25.4% |
| 3M | +17.5% | +9.2% | +8.3% | +15.1% |
| 6M | +38.1% | +3.2% | +34.9% | +36.4% |
| YTD | +7.0% | -29.4% | +36.3% | +14.7% |
| 1Y | +6.5% | -27.9% | +34.4% | +13.6% |
| 3Y | -5.5% | -5.9% | +0.4% | -6.9% |
| 5Y | -0.4% | -23.5% | +23.1% | +0.2% |
| All | -0.4% | -23.0% | +22.6% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling