+455.3%
SN vs HDB
-22.1%
+477.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.3% | +2.2% |
| 7D | +7.6% | +13.7% | -6.1% | +4.0% |
| 30D | +24.1% | +15.8% | +8.2% | +19.3% |
| 3M | +23.7% | +9.2% | +14.5% | +20.5% |
| 6M | +105.5% | +3.2% | +102.4% | +102.6% |
| YTD | +105.1% | -29.4% | +134.5% | +119.0% |
| 1Y | +148.3% | -27.9% | +176.2% | +163.4% |
| 3Y | +438.7% | -5.9% | +444.5% | +438.0% |
| All | +455.3% | -22.1% | +477.5% | +447.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling