+576.6%
SPMO vs HDB
+55.5%
+521.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.3% |
| 7D | +3.4% | -2.0% | +5.4% | +3.9% |
| 30D | +0.5% | -4.9% | +5.4% | +1.8% |
| 3M | +1.9% | -2.3% | +4.2% | +2.0% |
| 6M | +27.8% | -23.7% | +51.5% | +36.5% |
| YTD | +26.7% | -38.5% | +65.1% | +43.1% |
| 1Y | +28.9% | -36.5% | +65.4% | +44.2% |
| 3Y | +160.7% | -28.5% | +189.1% | +177.5% |
| 5Y | +150.2% | -37.4% | +187.6% | +171.6% |
| 10Y | +517.5% | +34.0% | +483.5% | +444.7% |
| All | +576.6% | +55.5% | +521.1% | +492.4% |
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 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