-48.0%
SMR vs HDB
-10.3%
-37.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +1.9% | +6.9% | -5.0% | -0.4% |
| 30D | -21.9% | +15.2% | -37.2% | -26.0% |
| 3M | -47.1% | +11.7% | -58.8% | -49.6% |
| 6M | -60.6% | +7.5% | -68.2% | -62.3% |
| YTD | -63.1% | -28.8% | -34.3% | -58.2% |
| 1Y | -80.4% | -29.1% | -51.3% | -77.8% |
| 3Y | +150.2% | -7.0% | +157.3% | +149.8% |
| All | -48.0% | -10.3% | -37.7% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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