+89.4%
STM vs HDB
-27.9%
+117.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.1% | +6.2% |
| 7D | -5.6% | +13.7% | -19.3% | -8.0% |
| 30D | -14.4% | +15.8% | -30.3% | -17.2% |
| 3M | -20.5% | +9.2% | -29.7% | -21.7% |
| 6M | -24.5% | +3.2% | -27.7% | -24.7% |
| YTD | +72.7% | -29.4% | +102.1% | +73.4% |
| All | +89.4% | -27.9% | +117.4% | +90.3% |
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