+3,853.8%
HDB vs SNY
+241.5%
+3,612.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -6.2% | -3.6% | -2.6% | -4.4% |
| 30D | -6.2% | -1.9% | -4.3% | -5.3% |
| 3M | -5.9% | -2.0% | -3.9% | -5.2% |
| 6M | -25.9% | +2.5% | -28.5% | -27.2% |
| YTD | -40.2% | -7.0% | -33.3% | -38.5% |
| 1Y | -38.0% | -4.4% | -33.6% | -37.5% |
| 3Y | -30.5% | -8.4% | -22.1% | -32.1% |
| 5Y | -38.1% | +9.5% | -47.7% | -46.9% |
| 10Y | +32.3% | +64.3% | -32.0% | -15.1% |
| All | +3,853.8% | +241.5% | +3,612.3% | +1,672.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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