+16.7%
STM vs HDB
-7.5%
+24.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +12.0% | +2.7% | +9.3% | +11.4% |
| 30D | -0.4% | +14.1% | -14.5% | -3.4% |
| 3M | -13.2% | +11.8% | -25.0% | -15.6% |
| 6M | -26.1% | +8.2% | -34.2% | -27.7% |
| YTD | +81.2% | -29.3% | +110.5% | +94.1% |
| 1Y | +98.3% | -28.8% | +127.1% | +111.8% |
| 3Y | +16.7% | -7.5% | +24.2% | +17.0% |
| All | +16.7% | -7.5% | +24.2% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling