+117.4%
SPMO vs HDB
-22.9%
+140.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +9.8% | +4.1% | +5.7% | +8.8% |
| 30D | -9.2% | +13.0% | -22.1% | -11.8% |
| 3M | -11.0% | +11.3% | -22.2% | -13.3% |
| 6M | -6.6% | +6.9% | -13.6% | -8.7% |
| YTD | +13.3% | -29.6% | +43.0% | +22.6% |
| 1Y | +12.7% | -29.5% | +42.2% | +21.7% |
| 3Y | +127.5% | -8.1% | +135.6% | +124.4% |
| 5Y | +117.4% | -23.4% | +140.8% | +120.4% |
| All | +117.4% | -22.9% | +140.2% | +120.4% |
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