+1.5%
SMR vs HDB
-24.7%
+26.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.1% |
| 7D | +4.7% | -6.2% | +10.9% | +7.3% |
| 30D | +3.2% | -6.2% | +9.5% | +5.7% |
| 3M | +9.9% | -5.9% | +15.8% | +10.8% |
| 6M | -15.1% | -25.9% | +10.8% | -4.8% |
| YTD | -27.9% | -40.2% | +12.3% | -12.4% |
| 1Y | -70.2% | -38.0% | -32.3% | -64.5% |
| 3Y | +72.5% | -30.5% | +103.0% | +89.2% |
| All | +1.5% | -24.7% | +26.2% | +7.9% |
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