-40.9%
SE vs HDB
-34.6%
-6.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -6.1% | +0.4% | -6.5% | -6.2% |
| 30D | -2.5% | -2.8% | +0.4% | -1.9% |
| 3M | +21.7% | -3.5% | +25.3% | +21.3% |
| 6M | +27.0% | -24.7% | +51.7% | +26.7% |
| YTD | -12.1% | -36.6% | +24.4% | -18.4% |
| 1Y | -40.9% | -34.4% | -6.5% | -43.7% |
| All | -40.9% | -34.6% | -6.3% | -43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling