-37.6%
CAG vs HDB
-30.2%
-7.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.9% |
| 7D | -6.6% | -4.9% | -1.7% | -6.4% |
| 30D | +2.3% | -5.8% | +8.1% | +2.6% |
| 3M | +16.3% | -5.2% | +21.5% | +16.1% |
| 6M | -16.0% | -25.7% | +9.7% | -14.7% |
| YTD | -7.7% | -39.6% | +31.9% | -4.9% |
| 1Y | -16.0% | -36.9% | +20.9% | -13.8% |
| All | -37.6% | -30.2% | -7.4% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling