+828.4%
SPYM vs HDB
+996.3%
-167.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +0.1% | -2.8% | +2.9% | +0.8% |
| 3M | +2.0% | -3.5% | +5.6% | +2.6% |
| 6M | +13.1% | -24.7% | +37.8% | +20.9% |
| YTD | +13.6% | -36.6% | +50.2% | +26.8% |
| 1Y | +20.1% | -34.4% | +54.4% | +32.7% |
| 3Y | +77.6% | -24.4% | +101.9% | +86.1% |
| 5Y | +82.5% | -35.4% | +117.9% | +96.8% |
| 10Y | +317.6% | +39.5% | +278.1% | +254.2% |
| All | +828.4% | +996.3% | -167.9% | +346.6% |
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