+424.9%
STT vs HDB
+4,142.9%
-3,718.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.6% |
| 7D | -2.5% | +13.3% | -15.8% | -8.1% |
| 30D | -5.0% | +13.6% | -18.5% | -10.6% |
| 3M | -10.5% | +5.8% | -16.2% | -13.3% |
| 6M | +10.0% | -1.9% | +11.9% | +9.3% |
| YTD | +30.7% | -31.2% | +61.9% | +51.8% |
| 1Y | +43.8% | -29.6% | +73.3% | +65.0% |
| 3Y | +168.1% | -10.1% | +178.2% | +166.1% |
| 5Y | +101.4% | -24.3% | +125.7% | +113.7% |
| 10Y | +211.3% | +59.3% | +152.0% | +115.1% |
| All | +424.9% | +4,142.9% | -3,718.0% | +24.5% |
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