+447.8%
SN vs HDB
-22.1%
+469.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.4% | +2.7% |
| 7D | +1.5% | +2.7% | -1.2% | +0.8% |
| 30D | +21.5% | +14.1% | +7.4% | +17.2% |
| 3M | +20.0% | +11.8% | +8.2% | +16.1% |
| 6M | +119.9% | +8.2% | +111.8% | +113.9% |
| YTD | +102.3% | -29.3% | +131.6% | +116.0% |
| 1Y | +148.0% | -28.8% | +176.8% | +163.9% |
| 3Y | +450.0% | -7.5% | +457.5% | +451.1% |
| All | +447.8% | -22.1% | +469.9% | +439.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling