+182.7%
SW vs HDB
+57.5%
+125.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.4% |
| 7D | +2.3% | +13.3% | -11.0% | -0.7% |
| 30D | +6.8% | +13.6% | -6.8% | +3.6% |
| 3M | -5.2% | +5.8% | -11.0% | -6.6% |
| 6M | +7.4% | -1.9% | +9.3% | +7.5% |
| YTD | +17.4% | -31.2% | +48.6% | +26.7% |
| 1Y | +27.1% | -29.6% | +56.7% | +36.3% |
| 3Y | +47.9% | -10.1% | +58.0% | +48.9% |
| 5Y | -2.6% | -24.3% | +21.8% | +0.2% |
| All | +182.7% | +57.5% | +125.2% | +138.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling