-30.7%
HDB vs SPXS
-79.5%
+48.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -1.5% |
| 7D | -4.9% | +1.2% | -6.1% | -4.7% |
| 30D | -5.8% | +5.2% | -11.0% | -5.0% |
| 3M | -5.2% | -9.2% | +4.0% | -6.4% |
| 6M | -25.7% | -29.6% | +3.9% | -29.2% |
| YTD | -39.6% | -27.6% | -11.9% | -42.1% |
| 1Y | -36.9% | -36.7% | -0.2% | -40.4% |
| All | -30.7% | -79.5% | +48.8% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling