+264.0%
SPOT vs HDB
+1.9%
+262.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -3.0% |
| 7D | -0.9% | +0.4% | -1.4% | -1.1% |
| 30D | +12.5% | -2.8% | +15.3% | +13.7% |
| 3M | +9.9% | -3.5% | +13.4% | +10.6% |
| 6M | +1.6% | -24.7% | +26.3% | +11.4% |
| YTD | -6.6% | -36.6% | +30.0% | +8.9% |
| 1Y | -22.9% | -34.4% | +11.4% | -11.4% |
| 3Y | +244.3% | -24.4% | +268.7% | +267.3% |
| 5Y | +117.8% | -35.4% | +153.2% | +141.2% |
| All | +264.0% | +1.9% | +262.1% | +224.2% |
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