-28.5%
HDB vs SMTC
+556.3%
-584.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.0% | -13.0% | -3.5% |
| 7D | -2.0% | +22.9% | -25.0% | -3.1% |
| 30D | -4.9% | +16.6% | -21.5% | -5.8% |
| 3M | -2.3% | +2.4% | -4.7% | -2.9% |
| 6M | -23.7% | +98.3% | -122.0% | -27.5% |
| YTD | -38.5% | +120.7% | -159.2% | -41.9% |
| 1Y | -36.5% | +168.3% | -204.7% | -40.7% |
| 3Y | -28.5% | +571.7% | -600.2% | -41.0% |
| All | -28.5% | +556.3% | -584.7% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling