-3.6%
SMR vs HDB
-20.1%
+16.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +4.4% | +0.4% | +4.0% | +4.2% |
| 30D | +3.4% | -2.8% | +6.2% | +4.5% |
| 3M | -19.2% | -3.5% | -15.6% | -18.9% |
| 6M | -22.6% | -24.7% | +2.1% | -13.7% |
| YTD | -31.5% | -36.6% | +5.0% | -18.7% |
| 1Y | -73.1% | -34.4% | -38.7% | -68.5% |
| 3Y | +55.0% | -24.4% | +79.3% | +65.5% |
| All | -3.6% | -20.1% | +16.5% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling