+311.0%
SPYM vs HDB
+63.5%
+247.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +2.6% | +2.7% | -0.2% | +1.8% |
| 30D | -2.0% | +14.1% | -16.1% | -5.7% |
| 3M | -2.8% | +11.8% | -14.6% | -6.1% |
| 6M | +2.2% | +8.2% | -6.0% | -0.9% |
| YTD | +11.5% | -29.3% | +40.8% | +21.9% |
| 1Y | +13.5% | -28.8% | +42.3% | +23.7% |
| 3Y | +78.0% | -7.5% | +85.5% | +75.7% |
| 5Y | +73.1% | -23.1% | +96.2% | +77.8% |
| All | +311.0% | +63.5% | +247.4% | +240.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling