-9.3%
SSPC vs HDB
+5.3%
-14.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +2.7% | -14.6% | -11.6% |
| 7D | -13.9% | +13.7% | -27.6% | -13.3% |
| 30D | +14.3% | +15.8% | -1.5% | +15.6% |
| 3M | -35.2% | +9.2% | -44.4% | -36.0% |
| All | -9.3% | +5.3% | -14.6% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling