+214.8%
SAP vs HDB
+57.5%
+157.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.9% | -4.7% |
| 7D | -0.7% | +13.3% | -14.0% | -4.6% |
| 30D | +11.1% | +13.6% | -2.5% | +6.5% |
| 3M | +17.0% | +5.8% | +11.3% | +14.5% |
| 6M | +34.8% | -1.9% | +36.8% | +34.5% |
| YTD | -2.2% | -31.2% | +29.0% | +9.2% |
| 1Y | -6.4% | -29.6% | +23.1% | +3.6% |
| 3Y | +75.1% | -10.1% | +85.2% | +74.5% |
| 5Y | +69.8% | -24.3% | +94.2% | +76.7% |
| All | +214.8% | +57.5% | +157.3% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling