+661.5%
STM vs HDB
+38.3%
+623.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +5.8% | +0.4% | +5.4% | +5.6% |
| 30D | -1.0% | -2.8% | +1.8% | +0.1% |
| 3M | -33.3% | -3.5% | -29.7% | -32.7% |
| 6M | +57.4% | -24.7% | +82.1% | +77.9% |
| YTD | +102.2% | -36.6% | +138.8% | +147.0% |
| 1Y | +99.6% | -34.4% | +134.0% | +139.3% |
| 3Y | +14.5% | -24.4% | +38.9% | +24.1% |
| 5Y | +21.4% | -35.4% | +56.7% | +39.8% |
| All | +661.5% | +38.3% | +623.2% | +497.9% |
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