+59.8%
SO vs HDB
-35.4%
+95.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -0.2% | +0.4% | -0.6% | -0.2% |
| 30D | -4.6% | -2.8% | -1.8% | -4.4% |
| 3M | -3.0% | -3.5% | +0.5% | -2.9% |
| 6M | -8.3% | -24.7% | +16.5% | -6.3% |
| YTD | +3.5% | -36.6% | +40.1% | +7.4% |
| 1Y | -0.9% | -34.4% | +33.4% | +2.4% |
| 3Y | +45.4% | -24.4% | +69.7% | +47.7% |
| All | +59.8% | -35.4% | +95.3% | +63.5% |
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 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