+401.0%
SN vs HDB
-24.6%
+425.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -9.3% | +0.4% | -9.8% | -9.5% |
| 30D | -4.8% | -2.8% | -2.0% | -4.1% |
| 3M | +40.4% | -3.5% | +44.0% | +41.2% |
| 6M | +50.9% | -24.7% | +75.7% | +60.7% |
| YTD | +54.9% | -36.6% | +91.5% | +70.6% |
| 1Y | +43.0% | -34.4% | +77.4% | +55.8% |
| All | +401.0% | -24.6% | +425.6% | +425.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling