+89.5%
RSG vs HDB
-38.6%
+128.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -1.8% | -6.2% | +4.4% | -1.1% |
| 30D | +2.8% | -6.2% | +9.0% | +3.5% |
| 3M | +4.3% | -5.9% | +10.2% | +4.7% |
| 6M | -0.5% | -25.9% | +25.4% | +2.5% |
| YTD | +5.2% | -40.2% | +45.5% | +11.3% |
| 1Y | -2.1% | -38.0% | +35.9% | +3.0% |
| 3Y | +56.5% | -30.5% | +87.0% | +61.3% |
| 5Y | +89.5% | -38.1% | +127.6% | +92.8% |
| All | +89.5% | -38.6% | +128.1% | +92.8% |
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