-37.8%
HDB vs SMTC
+116.8%
-154.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.8% |
| 7D | -4.9% | +22.5% | -27.3% | -6.4% |
| 30D | -5.8% | +24.9% | -30.7% | -7.8% |
| 3M | -5.2% | +4.1% | -9.3% | -6.4% |
| 6M | -25.7% | +92.6% | -118.3% | -31.1% |
| YTD | -39.6% | +122.5% | -162.0% | -44.7% |
| 1Y | -36.9% | +166.2% | -203.1% | -43.5% |
| 3Y | -29.7% | +577.2% | -606.9% | -47.4% |
| 5Y | -37.8% | +119.0% | -156.7% | -40.9% |
| All | -37.8% | +116.8% | -154.6% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling