+81.7%
SPY vs HDB
-38.7%
+120.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | -0.4% | -4.9% | +4.5% | +0.9% |
| 30D | -1.4% | -5.8% | +4.5% | +0.1% |
| 3M | +3.7% | -5.2% | +8.9% | +4.6% |
| 6M | +13.0% | -25.7% | +38.7% | +21.1% |
| YTD | +12.4% | -39.6% | +52.0% | +27.0% |
| 1Y | +18.5% | -36.9% | +55.4% | +32.2% |
| 3Y | +77.6% | -29.7% | +107.4% | +89.3% |
| 5Y | +81.7% | -37.8% | +119.4% | +94.3% |
| All | +81.7% | -38.7% | +120.4% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling