+439.5%
SN vs HDB
-24.1%
+463.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.2% |
| 7D | +7.2% | +13.3% | -6.2% | +3.7% |
| 30D | +20.4% | +13.6% | +6.8% | +16.3% |
| 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% | +114.2% |
| 1Y | +142.6% | -29.6% | +172.2% | +159.0% |
| 3Y | +398.8% | -10.1% | +408.9% | +404.1% |
| All | +439.5% | -24.1% | +463.6% | +435.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling