+3,769.4%
HDB vs SPY
+898.5%
+2,871.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -2.8% | +0.1% | -2.9% | -2.9% |
| 3M | -3.5% | +2.0% | -5.5% | -5.8% |
| 6M | -24.7% | +13.0% | -37.7% | -34.1% |
| YTD | -36.6% | +13.5% | -50.1% | -44.9% |
| 1Y | -34.4% | +20.0% | -54.3% | -46.5% |
| 3Y | -24.4% | +77.2% | -101.6% | -61.7% |
| 5Y | -35.4% | +81.9% | -117.2% | -69.0% |
| 10Y | +39.5% | +314.1% | -274.5% | -76.6% |
| All | +3,769.4% | +898.5% | +2,871.0% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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