-11.8%
ROP vs HDB
-35.4%
+23.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.1% | -3.5% |
| 7D | -4.4% | +0.4% | -4.9% | -4.5% |
| 30D | +3.2% | -2.8% | +6.0% | +3.8% |
| 3M | +23.1% | -3.5% | +26.6% | +23.6% |
| 6M | +13.3% | -24.7% | +38.0% | +19.9% |
| YTD | -7.9% | -36.6% | +28.7% | +1.3% |
| 1Y | -22.1% | -34.4% | +12.3% | -15.1% |
| 3Y | -16.8% | -24.4% | +7.6% | -13.4% |
| All | -11.8% | -35.4% | +23.6% | -7.3% |
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