+142.6%
SN vs HDB
-30.1%
+172.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.1% |
| 7D | +7.2% | +13.3% | -6.2% | +3.1% |
| 30D | +20.4% | +13.6% | +6.8% | +15.6% |
| 3M | +23.9% | +5.8% | +18.1% | +21.7% |
| 6M | +93.0% | -1.9% | +95.0% | +93.0% |
| YTD | +99.2% | -31.2% | +130.4% | +94.0% |
| 1Y | +142.6% | -29.6% | +172.2% | +140.4% |
| All | +142.6% | -30.1% | +172.7% | +140.4% |
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 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