+876.8%
SAP vs HDB
+4,142.9%
-3,266.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.9% | -4.7% |
| 7D | -0.7% | +13.3% | -14.0% | -4.4% |
| 30D | +11.1% | +13.6% | -2.5% | +6.7% |
| 3M | +17.0% | +5.8% | +11.3% | +14.6% |
| 6M | +34.8% | -1.9% | +36.8% | +34.5% |
| YTD | -2.2% | -31.2% | +29.0% | +8.4% |
| 1Y | -6.4% | -29.6% | +23.1% | +2.9% |
| 3Y | +75.1% | -10.1% | +85.2% | +75.3% |
| 5Y | +69.8% | -24.3% | +94.2% | +77.3% |
| 10Y | +219.8% | +59.3% | +160.6% | +153.9% |
| All | +876.8% | +4,142.9% | -3,266.1% | +165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling