-45.9%
SE vs HDB
-33.5%
-12.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.9% | -8.2% | -2.7% |
| 7D | -5.2% | +0.7% | -5.9% | -5.3% |
| 30D | -17.1% | +1.0% | -18.1% | -17.2% |
| 3M | +24.0% | -2.0% | +26.0% | +23.2% |
| 6M | +21.0% | -18.1% | +39.1% | +22.0% |
| YTD | -16.7% | -36.1% | +19.4% | -22.9% |
| 1Y | -45.9% | -34.0% | -11.9% | -48.2% |
| All | -45.9% | -33.5% | -12.4% | -48.2% |
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