-22.5%
HDB vs SMTC
+37.8%
-60.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.3% | -10.2% | -0.5% |
| 7D | +6.9% | +12.9% | -5.9% | +5.8% |
| 30D | +15.2% | -25.6% | +40.8% | +17.0% |
| 3M | +11.7% | -4.5% | +16.3% | +10.6% |
| 6M | +7.5% | -8.3% | +15.8% | +5.8% |
| YTD | -28.8% | +69.9% | -98.7% | -34.1% |
| 1Y | -29.1% | +73.9% | -103.0% | -34.6% |
| 3Y | -7.0% | +757.7% | -764.7% | -34.3% |
| All | -22.5% | +37.8% | -60.2% | -20.1% |
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 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