+32.4%
HDB vs SMTC
+516.8%
-484.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.7% |
| 7D | -6.2% | +17.5% | -23.7% | -8.2% |
| 30D | -6.2% | +21.3% | -27.5% | -9.1% |
| 3M | -5.9% | +3.1% | -9.0% | -7.8% |
| 6M | -25.9% | +81.7% | -107.6% | -33.7% |
| YTD | -40.2% | +115.9% | -156.2% | -48.0% |
| 1Y | -38.0% | +157.8% | -195.8% | -47.8% |
| 3Y | -30.5% | +557.3% | -587.8% | -55.4% |
| 5Y | -38.1% | +114.7% | -152.8% | -50.5% |
| All | +32.4% | +516.8% | -484.4% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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