-23.4%
HDB vs SUI
-27.8%
+4.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +4.1% | -3.8% | +7.9% | +5.2% |
| 30D | +13.0% | +3.9% | +9.0% | +11.8% |
| 3M | +11.3% | +0.2% | +11.0% | +11.1% |
| 6M | +6.9% | -4.2% | +11.1% | +7.9% |
| YTD | -29.6% | -2.5% | -27.1% | -29.4% |
| 1Y | -29.5% | -4.0% | -25.5% | -29.0% |
| 3Y | -8.1% | +16.5% | -24.7% | -14.1% |
| 5Y | -23.4% | -27.2% | +3.8% | -16.4% |
| All | -23.4% | -27.8% | +4.4% | -16.4% |
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