+194.0%
STT vs HDB
+63.5%
+130.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +4.8% | +2.7% | +2.0% | +3.7% |
| 30D | +3.9% | +14.1% | -10.2% | -1.6% |
| 3M | -8.2% | +11.8% | -20.0% | -12.6% |
| 6M | +15.6% | +8.2% | +7.4% | +10.7% |
| YTD | +37.6% | -29.3% | +66.9% | +56.0% |
| 1Y | +50.1% | -28.8% | +78.9% | +69.5% |
| 3Y | +183.1% | -7.5% | +190.5% | +177.2% |
| 5Y | +104.8% | -23.1% | +127.9% | +114.5% |
| All | +194.0% | +63.5% | +130.4% | +130.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling