-4.6%
STM vs HDB
-23.2%
+18.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | +12.0% | +2.7% | +9.3% | +10.8% |
| 30D | -0.4% | +14.1% | -14.5% | -6.0% |
| 3M | -13.2% | +11.8% | -25.0% | -17.7% |
| 6M | -26.1% | +8.2% | -34.2% | -29.3% |
| YTD | +81.2% | -29.3% | +110.5% | +108.3% |
| 1Y | +98.3% | -28.8% | +127.1% | +126.8% |
| 3Y | +16.7% | -7.5% | +24.2% | +12.3% |
| All | -4.6% | -23.2% | +18.6% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling