+1,139.8%
SO vs HDB
+4,142.9%
-3,003.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.3% |
| 7D | -1.5% | +13.3% | -14.8% | -3.2% |
| 30D | +8.1% | +13.6% | -5.5% | +6.1% |
| 3M | +0.2% | +5.8% | -5.5% | -0.7% |
| 6M | +0.4% | -1.9% | +2.3% | +0.3% |
| YTD | +8.5% | -31.2% | +39.7% | +13.6% |
| 1Y | +4.9% | -29.6% | +34.5% | +9.5% |
| 3Y | +47.9% | -10.1% | +58.0% | +47.7% |
| 5Y | +75.7% | -24.3% | +100.0% | +77.9% |
| 10Y | +178.0% | +59.3% | +118.7% | +148.5% |
| All | +1,139.8% | +4,142.9% | -3,003.1% | +743.6% |
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