-35.8%
HDB vs SM
+45.2%
-80.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.6% | -2.6% |
| 7D | -2.0% | -0.2% | -1.9% | -2.0% |
| 30D | -4.9% | +31.5% | -36.4% | -1.7% |
| 3M | -2.3% | +17.3% | -19.6% | +0.1% |
| 6M | -23.7% | +48.5% | -72.2% | -20.3% |
| YTD | -38.5% | +106.3% | -144.7% | -35.8% |
| All | -35.8% | +45.2% | -80.9% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling