+422.5%
STM vs HDB
+61.5%
+361.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.1% | +5.6% |
| 7D | -5.6% | +13.7% | -19.3% | -11.1% |
| 30D | -14.4% | +15.8% | -30.3% | -20.4% |
| 3M | -20.5% | +9.2% | -29.7% | -24.3% |
| 6M | -24.5% | +3.2% | -27.7% | -26.7% |
| YTD | +72.7% | -29.4% | +102.1% | +99.3% |
| 1Y | +91.0% | -27.9% | +119.0% | +117.9% |
| 3Y | +13.5% | -5.9% | +19.4% | +9.9% |
| 5Y | -9.2% | -23.5% | +14.3% | -3.9% |
| 10Y | +422.5% | +61.3% | +361.2% | +271.9% |
| All | +422.5% | +61.5% | +361.0% | +271.9% |
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