+149.8%
SMR vs HDB
-5.9%
+155.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.3% |
| 7D | -2.8% | +12.7% | -15.5% | -7.9% |
| 30D | -27.5% | +16.6% | -44.1% | -32.5% |
| 3M | -43.1% | +10.8% | -53.9% | -46.1% |
| 6M | -58.4% | +3.8% | -62.2% | -59.8% |
| YTD | -63.2% | -28.9% | -34.3% | -55.8% |
| 1Y | -81.6% | -28.0% | -53.7% | -78.1% |
| 3Y | +149.8% | -7.2% | +156.9% | +132.5% |
| All | +149.8% | -5.9% | +155.7% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling