+12.1%
SPYM vs HDB
-29.3%
+41.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +3.3% | +4.1% | -0.8% | +2.7% |
| 30D | -2.6% | +13.0% | -15.6% | -4.4% |
| 3M | -1.7% | +11.3% | -13.0% | -3.4% |
| 6M | +3.1% | +6.9% | -3.8% | +1.4% |
| YTD | +12.0% | -29.6% | +41.6% | +13.5% |
| 1Y | +12.1% | -29.5% | +41.6% | +13.3% |
| All | +12.1% | -29.3% | +41.4% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling