-35.7%
HDB vs SM
+107.8%
-143.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.3% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -2.8% | +26.3% | -29.1% | -3.8% |
| 3M | -3.5% | +8.7% | -12.2% | -4.0% |
| 6M | -24.7% | +51.7% | -76.4% | -26.9% |
| YTD | -36.6% | +99.0% | -135.6% | -39.7% |
| 1Y | -34.4% | +34.6% | -69.0% | -35.9% |
| 3Y | -24.4% | -7.8% | -16.6% | -25.2% |
| All | -35.7% | +107.8% | -143.6% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling