+365.7%
SE vs HDB
+14.4%
+351.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | -0.8% |
| 7D | +2.0% | +13.3% | -11.3% | -4.3% |
| 30D | -20.0% | +13.6% | -33.5% | -25.0% |
| 3M | -31.8% | +5.8% | -37.5% | -34.0% |
| 6M | -15.9% | -1.9% | -14.0% | -16.4% |
| YTD | -40.6% | -31.2% | -9.4% | -29.3% |
| 1Y | -50.7% | -29.6% | -21.1% | -42.1% |
| 3Y | +70.3% | -10.1% | +80.4% | +65.1% |
| 5Y | -78.8% | -24.3% | -54.5% | -77.2% |
| All | +365.7% | +14.4% | +351.4% | +284.8% |
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