+743.1%
SW vs HDB
+539.6%
+203.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.6% | -1.5% | +3.5% |
| 7D | +12.1% | +12.9% | -0.8% | +10.5% |
| 30D | +6.6% | +10.0% | -3.5% | +5.4% |
| 3M | -6.0% | +1.8% | -7.9% | -6.3% |
| 6M | +21.5% | -2.1% | +23.6% | +21.6% |
| YTD | +20.3% | -33.4% | +53.7% | +25.2% |
| 1Y | +28.1% | -32.9% | +61.0% | +33.2% |
| 3Y | +51.6% | -13.9% | +65.5% | +53.2% |
| 5Y | -0.1% | -26.9% | +26.8% | +1.9% |
| 10Y | +189.7% | +54.1% | +135.6% | +178.1% |
| All | +743.1% | +539.6% | +203.4% | +682.7% |
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 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