+99.1%
RSG vs HDB
-23.2%
+122.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +2.5% | +2.7% | -0.3% | +2.2% |
| 30D | +12.7% | +14.1% | -1.4% | +11.1% |
| 3M | +17.9% | +11.8% | +6.1% | +16.4% |
| 6M | +25.0% | +8.2% | +16.8% | +23.5% |
| YTD | +20.8% | -29.3% | +50.1% | +25.6% |
| 1Y | +24.3% | -28.8% | +53.1% | +29.0% |
| 3Y | +65.3% | -7.5% | +72.7% | +63.8% |
| All | +99.1% | -23.2% | +122.2% | +102.7% |
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