+194.9%
SO vs HDB
+61.4%
+133.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -0.1% | +12.7% | -12.8% | -2.6% |
| 30D | +8.7% | +16.6% | -7.9% | +5.2% |
| 3M | +3.4% | +10.8% | -7.4% | +1.0% |
| 6M | +3.7% | +3.8% | -0.1% | +2.3% |
| YTD | +10.0% | -28.9% | +38.9% | +17.4% |
| 1Y | +6.6% | -28.0% | +34.6% | +13.3% |
| 3Y | +52.5% | -7.2% | +59.7% | +50.5% |
| 5Y | +76.1% | -22.2% | +98.3% | +78.5% |
| 10Y | +194.9% | +63.6% | +131.3% | +142.7% |
| All | +194.9% | +61.4% | +133.5% | +142.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling