+77.0%
SO vs HDB
-24.7%
+101.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.2% |
| 7D | -1.5% | +13.3% | -14.8% | -2.4% |
| 30D | +8.1% | +13.6% | -5.5% | +7.0% |
| 3M | +0.2% | +5.8% | -5.5% | -0.3% |
| 6M | +0.4% | -1.9% | +2.3% | +0.4% |
| YTD | +8.5% | -31.2% | +39.7% | +11.7% |
| 1Y | +4.9% | -29.6% | +34.5% | +7.8% |
| 3Y | +47.9% | -10.1% | +58.0% | +48.0% |
| All | +77.0% | -24.7% | +101.8% | +81.0% |
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