+444.7%
STT vs HDB
+4,256.0%
-3,811.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.5% | +2.0% |
| 7D | +0.9% | +13.7% | -12.8% | -5.0% |
| 30D | -2.3% | +15.8% | -18.2% | -9.0% |
| 3M | -7.0% | +9.2% | -16.2% | -11.3% |
| 6M | +15.5% | +3.2% | +12.3% | +12.2% |
| YTD | +35.6% | -29.4% | +65.0% | +55.7% |
| 1Y | +47.9% | -27.9% | +75.8% | +68.0% |
| 3Y | +181.1% | -5.9% | +187.0% | +173.1% |
| 5Y | +108.2% | -23.5% | +131.7% | +119.9% |
| 10Y | +201.0% | +61.3% | +139.7% | +106.8% |
| All | +444.7% | +4,256.0% | -3,811.3% | +27.7% |
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