+2,557.6%
RSG vs HDB
+3,694.0%
-1,136.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.2% |
| 7D | -0.7% | -2.0% | +1.3% | -0.3% |
| 30D | +3.3% | -4.9% | +8.2% | +4.4% |
| 3M | +8.5% | -2.3% | +10.8% | +8.6% |
| 6M | -3.5% | -23.7% | +20.2% | +1.5% |
| YTD | +5.5% | -38.5% | +44.0% | +16.1% |
| 1Y | -1.7% | -36.5% | +34.7% | +7.3% |
| 3Y | +56.9% | -28.5% | +85.3% | +64.4% |
| 5Y | +89.4% | -37.4% | +126.8% | +101.2% |
| 10Y | +412.5% | +34.0% | +378.5% | +341.7% |
| All | +2,557.6% | +3,694.0% | -1,136.4% | +1,140.8% |
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 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