+52.6%
SN vs HDB
-36.7%
+89.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +2.0% |
| 7D | +0.1% | -2.0% | +2.2% | +0.8% |
| 30D | -5.6% | -4.9% | -0.7% | -4.1% |
| 3M | +48.1% | -2.3% | +50.4% | +46.9% |
| 6M | +57.6% | -23.7% | +81.4% | +63.5% |
| YTD | +56.5% | -38.5% | +95.0% | +58.6% |
| 1Y | +52.6% | -36.5% | +89.0% | +50.8% |
| All | +52.6% | -36.7% | +89.2% | +50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling