+589.4%
SE vs HDB
+5.5%
+583.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -6.1% | +0.4% | -6.5% | -6.3% |
| 30D | -2.5% | -2.8% | +0.4% | -1.1% |
| 3M | +21.7% | -3.5% | +25.3% | +22.9% |
| 6M | +27.0% | -24.7% | +51.7% | +45.4% |
| YTD | -12.1% | -36.6% | +24.4% | +9.6% |
| 1Y | -40.9% | -34.4% | -6.5% | -28.0% |
| 3Y | +191.0% | -24.4% | +215.4% | +212.4% |
| 5Y | -68.3% | -35.4% | -32.9% | -62.9% |
| All | +589.4% | +5.5% | +583.9% | +496.5% |
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