+56.3%
RSG vs HDB
-30.2%
+86.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.5% |
| 7D | 0.0% | -4.9% | +4.8% | +0.2% |
| 30D | +3.7% | -5.8% | +9.5% | +3.9% |
| 3M | +6.2% | -5.2% | +11.4% | +6.3% |
| 6M | -2.8% | -25.7% | +22.9% | -1.4% |
| YTD | +5.9% | -39.6% | +45.5% | +8.8% |
| 1Y | -1.8% | -36.9% | +35.2% | +0.6% |
| All | +56.3% | -30.2% | +86.5% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling