-38.0%
HDB vs SPXS
-34.6%
-3.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -0.6% |
| 7D | -6.2% | +6.4% | -12.6% | -4.7% |
| 30D | -6.2% | +6.0% | -12.2% | -4.8% |
| 3M | -5.9% | -11.6% | +5.8% | -8.5% |
| 6M | -25.9% | -28.7% | +2.8% | -32.2% |
| YTD | -40.2% | -26.3% | -14.0% | -45.0% |
| 1Y | -38.0% | -34.9% | -3.1% | -42.8% |
| All | -38.0% | -34.6% | -3.4% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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