+11.1%
SMR vs HDB
-22.5%
+33.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.0% | +18.3% | +16.5% |
| 7D | +21.4% | -2.0% | +23.4% | +22.2% |
| 30D | +13.8% | -4.9% | +18.7% | +15.9% |
| 3M | +3.9% | -2.3% | +6.2% | +3.1% |
| 6M | -4.2% | -23.7% | +19.5% | +6.1% |
| YTD | -21.1% | -38.5% | +17.4% | -5.3% |
| 1Y | -67.1% | -36.5% | -30.6% | -61.1% |
| 3Y | +88.9% | -28.5% | +117.3% | +104.7% |
| All | +11.1% | -22.5% | +33.6% | +16.7% |
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