+4,096.6%
HDB vs SUI
+1,353.7%
+2,742.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.2% | +2.5% |
| 7D | +13.3% | +6.2% | +7.1% | +10.0% |
| 30D | +13.6% | +8.6% | +5.0% | +8.8% |
| 3M | +5.8% | +1.0% | +4.8% | +4.9% |
| 6M | -1.9% | -2.6% | +0.7% | -1.2% |
| YTD | -31.2% | -0.1% | -31.1% | -31.8% |
| 1Y | -29.6% | +0.5% | -30.0% | -30.4% |
| 3Y | -10.1% | +15.3% | -25.3% | -20.2% |
| 5Y | -24.3% | -26.1% | +1.8% | -17.8% |
| 10Y | +59.3% | +117.8% | -58.6% | -13.2% |
| All | +4,096.6% | +1,353.7% | +2,742.9% | +487.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling