+495.9%
SPMO vs HDB
+78.7%
+417.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.7% |
| 7D | +6.3% | +2.7% | +3.6% | +5.6% |
| 30D | -8.9% | +14.1% | -23.0% | -12.2% |
| 3M | -13.2% | +11.8% | -25.0% | -16.1% |
| 6M | -9.3% | +8.2% | -17.4% | -11.9% |
| YTD | +11.6% | -29.3% | +40.9% | +21.2% |
| 1Y | +13.4% | -28.8% | +42.2% | +22.8% |
| 3Y | +122.9% | -7.5% | +130.4% | +120.5% |
| 5Y | +113.9% | -23.1% | +137.0% | +119.2% |
| 10Y | +460.5% | +63.7% | +396.8% | +373.5% |
| All | +495.9% | +78.7% | +417.2% | +401.5% |
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 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