+97.4%
STM vs HDB
-36.7%
+134.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.4% |
| 7D | +5.2% | -2.0% | +7.3% | +5.8% |
| 30D | -7.4% | -4.9% | -2.5% | -6.0% |
| 3M | -30.6% | -2.3% | -28.3% | -31.3% |
| 6M | +66.4% | -23.7% | +90.1% | +75.0% |
| YTD | +101.1% | -38.5% | +139.6% | +113.7% |
| 1Y | +97.4% | -36.5% | +133.8% | +110.2% |
| All | +97.4% | -36.7% | +134.0% | +110.2% |
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