-48.1%
SMR vs HDB
-10.4%
-37.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.3% |
| 7D | -2.8% | +12.7% | -15.5% | -7.0% |
| 30D | -27.5% | +16.6% | -44.1% | -31.6% |
| 3M | -43.1% | +10.8% | -53.9% | -45.6% |
| 6M | -58.4% | +3.8% | -62.2% | -59.6% |
| YTD | -63.2% | -28.9% | -34.3% | -58.3% |
| 1Y | -81.6% | -28.0% | -53.7% | -79.3% |
| 3Y | +149.8% | -7.2% | +156.9% | +149.5% |
| All | -48.1% | -10.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling