+309.7%
SN vs HDB
-33.4%
+343.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.8% |
| 7D | -3.4% | -4.9% | +1.5% | -2.1% |
| 30D | -9.1% | -5.8% | -3.2% | -7.6% |
| 3M | +31.8% | -5.2% | +37.0% | +33.0% |
| 6M | +52.0% | -25.7% | +77.7% | +62.8% |
| YTD | +51.3% | -39.6% | +90.9% | +68.9% |
| 1Y | +46.9% | -36.9% | +83.8% | +61.9% |
| 3Y | +394.9% | -29.7% | +424.7% | +423.7% |
| All | +309.7% | -33.4% | +343.0% | +322.2% |
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