-60.5%
SPCH vs HDB
+5.3%
-65.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.7% | +9.3% | +11.7% |
| 7D | +6.2% | +13.7% | -7.5% | +5.6% |
| 30D | -28.1% | +15.8% | -43.9% | -29.0% |
| 3M | -0.5% | +9.2% | -9.7% | +0.1% |
| All | -60.5% | +5.3% | -65.8% | -60.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling