-24.2%
HDB vs SARO
-22.5%
-1.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.6% | +5.2% | +6.6% |
| 7D | +0.7% | -3.1% | +3.8% | +1.2% |
| 30D | +1.0% | -12.2% | +13.2% | +2.8% |
| 3M | -2.0% | -7.4% | +5.4% | -0.9% |
| 6M | -18.1% | -15.3% | -2.8% | -16.8% |
| YTD | -36.1% | -16.2% | -19.9% | -35.1% |
| 1Y | -34.0% | -12.1% | -21.9% | -33.3% |
| All | -24.2% | -22.5% | -1.7% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling