+27.1%
SW vs HDB
-31.7%
+58.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -2.1% |
| 7D | +4.7% | +13.3% | -8.6% | -0.5% |
| 30D | +5.0% | +10.2% | -5.2% | +0.8% |
| 3M | -7.3% | +3.6% | -10.9% | -8.7% |
| 6M | +15.0% | -0.5% | +15.5% | +14.4% |
| YTD | +18.5% | -32.4% | +50.9% | +21.8% |
| 1Y | +27.1% | -31.1% | +58.2% | +30.7% |
| All | +27.1% | -31.7% | +58.8% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling