-35.7%
HDB vs SUI
-32.0%
-3.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.4% | -2.8% | +3.3% | +1.2% |
| 30D | -2.8% | -1.2% | -1.6% | -2.5% |
| 3M | -3.5% | -1.7% | -1.8% | -3.2% |
| 6M | -24.7% | -10.5% | -14.2% | -22.6% |
| YTD | -36.6% | -1.8% | -34.7% | -36.4% |
| 1Y | -34.4% | -4.1% | -30.3% | -33.9% |
| 3Y | -24.4% | +11.3% | -35.6% | -28.2% |
| All | -35.7% | -32.0% | -3.8% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling