+854.1%
SPY vs HDB
+4,142.9%
-3,288.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.2% |
| 7D | -2.7% | +13.3% | -16.0% | -6.1% |
| 30D | -5.4% | +13.6% | -18.9% | -8.8% |
| 3M | -4.1% | +5.8% | -9.9% | -5.9% |
| 6M | +0.7% | -1.9% | +2.6% | +0.4% |
| YTD | +8.7% | -31.2% | +39.9% | +19.0% |
| 1Y | +10.9% | -29.6% | +40.4% | +20.6% |
| 3Y | +75.0% | -10.1% | +85.1% | +74.8% |
| 5Y | +67.8% | -24.3% | +92.1% | +73.5% |
| 10Y | +312.9% | +59.3% | +253.6% | +231.8% |
| All | +854.1% | +4,142.9% | -3,288.8% | +276.9% |
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