+63.7%
SE vs HDB
-7.5%
+71.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +1.1% |
| 7D | -0.5% | +2.7% | -3.2% | -0.9% |
| 30D | -20.9% | +14.1% | -35.1% | -22.6% |
| 3M | -38.9% | +11.8% | -50.7% | -40.0% |
| 6M | -19.4% | +8.2% | -27.6% | -21.0% |
| YTD | -40.9% | -29.3% | -11.6% | -40.0% |
| 1Y | -46.2% | -28.8% | -17.4% | -45.4% |
| 3Y | +63.7% | -7.5% | +71.2% | +94.3% |
| All | +63.7% | -7.5% | +71.2% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling