-53.7%
SMR vs HDB
-10.9%
-42.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.5% |
| 7D | -8.3% | +2.7% | -11.0% | -9.1% |
| 30D | -20.1% | +14.1% | -34.2% | -23.9% |
| 3M | -52.7% | +11.8% | -64.5% | -54.9% |
| 6M | -61.0% | +8.2% | -69.2% | -62.8% |
| YTD | -67.1% | -29.3% | -37.8% | -62.7% |
| 1Y | -79.9% | -28.8% | -51.1% | -77.2% |
| 3Y | +101.7% | -7.5% | +109.2% | +101.9% |
| All | -53.7% | -10.9% | -42.7% | -54.0% |
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