+2,754.5%
ROP vs HDB
+4,256.0%
-1,501.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.9% |
| 7D | -1.6% | +13.7% | -15.3% | -5.5% |
| 30D | +29.5% | +15.8% | +13.7% | +23.7% |
| 3M | +17.5% | +9.2% | +8.3% | +14.0% |
| 6M | +38.1% | +3.2% | +34.9% | +35.8% |
| YTD | +7.0% | -29.4% | +36.3% | +17.5% |
| 1Y | +6.5% | -27.9% | +34.4% | +16.1% |
| 3Y | -5.5% | -5.9% | +0.4% | -6.9% |
| 5Y | -0.4% | -23.5% | +23.1% | +2.6% |
| 10Y | +183.6% | +61.3% | +122.3% | +117.5% |
| All | +2,754.5% | +4,256.0% | -1,501.5% | +770.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling