+379.5%
SE vs HDB
+17.4%
+362.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.3% | +1.6% |
| 7D | +3.3% | +13.7% | -10.4% | -3.3% |
| 30D | -18.2% | +15.8% | -34.0% | -24.1% |
| 3M | -31.3% | +9.2% | -40.5% | -34.6% |
| 6M | -10.1% | +3.2% | -13.3% | -13.0% |
| YTD | -38.9% | -29.4% | -9.5% | -28.1% |
| 1Y | -48.0% | -27.9% | -20.1% | -39.6% |
| 3Y | +78.8% | -5.9% | +84.7% | +69.0% |
| 5Y | -77.1% | -23.5% | -53.6% | -75.5% |
| All | +379.5% | +17.4% | +362.0% | +291.0% |
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 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