+19.4%
SPY vs HDB
-36.7%
+56.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.1% |
| 7D | +0.5% | -2.0% | +2.6% | +0.9% |
| 30D | -0.9% | -4.9% | +3.9% | -0.2% |
| 3M | +3.9% | -2.3% | +6.2% | +3.5% |
| 6M | +14.5% | -23.7% | +38.2% | +17.9% |
| YTD | +12.9% | -38.5% | +51.4% | +17.5% |
| 1Y | +19.4% | -36.5% | +55.8% | +23.5% |
| All | +19.4% | -36.7% | +56.0% | +23.5% |
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 · 6 months rolling