-61.9%
SPCH vs HDB
+6.1%
-68.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -4.9% |
| 7D | +3.4% | +6.9% | -3.6% | +3.1% |
| 30D | -31.3% | +15.2% | -46.5% | -31.9% |
| 3M | -4.0% | +11.7% | -15.7% | -4.4% |
| All | -61.9% | +6.1% | -68.0% | -62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling