-34.4%
HDB vs SARO
-7.4%
-27.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +0.4% | -0.8% | +1.2% | +0.6% |
| 30D | -2.8% | -20.0% | +17.2% | +1.1% |
| 3M | -3.5% | -2.9% | -0.6% | -3.1% |
| 6M | -24.7% | -17.7% | -7.1% | -24.0% |
| YTD | -36.6% | -13.5% | -23.1% | -35.8% |
| 1Y | -34.4% | -9.7% | -24.7% | -33.8% |
| All | -34.4% | -7.4% | -27.0% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling