+67.9%
HDB vs SMTC
+373.4%
-305.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.3% | -10.2% | -1.0% |
| 7D | +6.9% | +12.9% | -5.9% | +5.0% |
| 30D | +15.2% | -25.6% | +40.8% | +18.1% |
| 3M | +11.7% | -4.5% | +16.3% | +9.8% |
| 6M | +7.5% | -8.3% | +15.8% | +4.6% |
| YTD | -28.8% | +69.9% | -98.7% | -37.1% |
| 1Y | -29.1% | +73.9% | -103.0% | -37.8% |
| 3Y | -7.0% | +757.7% | -764.7% | -44.8% |
| 5Y | -22.1% | +38.7% | -60.8% | -33.5% |
| All | +67.9% | +373.4% | -305.5% | +9.3% |
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