+971.9%
HDB vs SPXS
-100.0%
+1,071.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | 0.0% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | -2.8% | +0.8% | -3.6% | -2.5% |
| 3M | -3.5% | -4.7% | +1.2% | -4.4% |
| 6M | -24.7% | -29.6% | +4.9% | -32.0% |
| YTD | -36.6% | -29.8% | -6.8% | -42.6% |
| 1Y | -34.4% | -38.9% | +4.6% | -43.1% |
| 3Y | -24.4% | -79.6% | +55.2% | -52.3% |
| 5Y | -35.4% | -85.9% | +50.6% | -58.7% |
| 10Y | +39.5% | -99.5% | +139.1% | -67.9% |
| All | +971.9% | -100.0% | +1,071.9% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling