+144.4%
STM vs HDB
+4,142.9%
-3,998.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +3.7% |
| 7D | -10.7% | +13.3% | -24.1% | -15.6% |
| 30D | -25.7% | +13.6% | -39.3% | -30.0% |
| 3M | -21.6% | +5.8% | -27.3% | -24.1% |
| 6M | -27.8% | -1.9% | -25.9% | -28.4% |
| YTD | +61.8% | -31.2% | +93.0% | +86.0% |
| 1Y | +78.1% | -29.6% | +107.7% | +102.4% |
| 3Y | +4.9% | -10.1% | +15.0% | +4.6% |
| 5Y | -14.3% | -24.3% | +10.1% | -8.5% |
| 10Y | +414.1% | +59.3% | +354.8% | +283.6% |
| All | +144.4% | +4,142.9% | -3,998.5% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling