+3,769.4%
HDB vs SMTC
+352.3%
+3,417.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.2% | -9.7% | -2.4% |
| 7D | +0.4% | +12.7% | -12.3% | -2.2% |
| 30D | -2.8% | +22.0% | -24.8% | -8.0% |
| 3M | -3.5% | -12.7% | +9.1% | -3.7% |
| 6M | -24.7% | +64.8% | -89.5% | -36.0% |
| YTD | -36.6% | +100.7% | -137.3% | -48.7% |
| 1Y | -34.4% | +146.9% | -181.3% | -50.2% |
| 3Y | -24.4% | +456.8% | -481.2% | -60.3% |
| 5Y | -35.4% | +89.2% | -124.6% | -56.7% |
| 10Y | +39.5% | +426.9% | -387.3% | -38.2% |
| All | +3,769.4% | +352.3% | +3,417.2% | +1,272.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling