-23.5%
HDB vs SM
-13.5%
-10.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +2.7% |
| 7D | +13.7% | -22.3% | +36.0% | +14.5% |
| 30D | +15.8% | -21.4% | +37.2% | +16.6% |
| 3M | +9.2% | +1.4% | +7.9% | +8.6% |
| 6M | +3.2% | +0.1% | +3.0% | +2.4% |
| YTD | -29.4% | +59.0% | -88.3% | -32.6% |
| 1Y | -27.9% | +64.3% | -92.3% | -31.5% |
| 3Y | -5.9% | -13.1% | +7.3% | -7.8% |
| 5Y | -23.5% | -13.9% | -9.6% | -25.2% |
| All | -23.5% | -13.5% | -10.0% | -25.2% |
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