+63.6%
HDB vs SM
+4.2%
+59.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.6% |
| 7D | +12.7% | -19.5% | +32.2% | +14.0% |
| 30D | +16.6% | -20.2% | +36.8% | +17.9% |
| 3M | +10.8% | -6.5% | +17.3% | +10.8% |
| 6M | +3.8% | +1.6% | +2.3% | +3.0% |
| YTD | -28.9% | +61.2% | -90.1% | -32.0% |
| 1Y | -28.0% | +65.4% | -93.3% | -31.3% |
| 3Y | -7.2% | -13.0% | +5.9% | -8.9% |
| 5Y | -22.2% | -4.3% | -18.0% | -25.6% |
| 10Y | +63.6% | +3.0% | +60.5% | +28.0% |
| All | +63.6% | +4.2% | +59.4% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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