+876.7%
SPY vs HDB
+4,256.0%
-3,379.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +1.6% |
| 7D | +0.1% | +13.7% | -13.6% | -3.4% |
| 30D | -3.3% | +15.8% | -19.2% | -7.3% |
| 3M | -2.4% | +9.2% | -11.6% | -5.1% |
| 6M | +2.6% | +3.2% | -0.6% | +0.9% |
| YTD | +11.2% | -29.4% | +40.6% | +21.0% |
| 1Y | +13.4% | -27.9% | +41.3% | +22.6% |
| 3Y | +79.9% | -5.9% | +85.8% | +77.5% |
| 5Y | +72.2% | -23.5% | +95.7% | +77.6% |
| 10Y | +307.3% | +61.3% | +246.0% | +226.2% |
| All | +876.7% | +4,256.0% | -3,379.3% | +283.1% |
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