-18.1%
CAG vs HDB
-37.9%
+19.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.7% |
| 7D | -5.9% | -6.2% | +0.3% | -5.9% |
| 30D | -1.5% | -6.2% | +4.7% | -1.6% |
| 3M | +11.5% | -5.9% | +17.3% | +10.6% |
| 6M | -15.7% | -25.9% | +10.2% | -14.9% |
| YTD | -10.2% | -40.2% | +30.0% | -9.0% |
| 1Y | -18.1% | -38.0% | +19.9% | -16.3% |
| All | -18.1% | -37.9% | +19.9% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling