+312.6%
SPYM vs HDB
+62.8%
+249.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +3.3% | +4.1% | -0.8% | +2.1% |
| 30D | -2.6% | +13.0% | -15.6% | -6.1% |
| 3M | -1.7% | +11.3% | -13.0% | -5.0% |
| 6M | +3.1% | +6.9% | -3.8% | +0.4% |
| YTD | +12.0% | -29.6% | +41.6% | +22.6% |
| 1Y | +12.1% | -29.5% | +41.6% | +22.5% |
| 3Y | +78.5% | -8.1% | +86.7% | +76.6% |
| 5Y | +73.8% | -23.4% | +97.3% | +78.8% |
| All | +312.6% | +62.8% | +249.9% | +241.8% |
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