+33.7%
HDB vs SM
+16.0%
+17.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | -4.9% | -0.2% | -4.6% | -4.9% |
| 30D | -5.8% | +20.3% | -26.1% | -7.0% |
| 3M | -5.2% | +22.9% | -28.1% | -6.7% |
| 6M | -25.7% | +47.8% | -73.5% | -28.1% |
| YTD | -39.6% | +107.5% | -147.0% | -42.9% |
| 1Y | -36.9% | +51.7% | -88.6% | -39.3% |
| 3Y | -29.7% | -0.9% | -28.9% | -31.3% |
| 5Y | -37.8% | +112.2% | -150.0% | -43.4% |
| 10Y | +33.7% | +20.3% | +13.4% | +3.8% |
| All | +33.7% | +16.0% | +17.8% | +3.8% |
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