+11.1%
SKDD vs HBM
-7.4%
+18.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +28.6% | -7.4% | +36.0% | +16.1% |
| 7D | +60.6% | -11.9% | +72.5% | +34.3% |
| 30D | +76.2% | -23.6% | +99.9% | +24.3% |
| 3M | -4.6% | -20.5% | +15.9% | -20.0% |
| All | +11.1% | -7.4% | +18.4% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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 · Available span rolling