-43.5%
CAG vs HDB
-34.5%
-9.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.9% | -7.5% | -1.2% |
| 7D | -5.7% | +0.7% | -6.4% | -5.7% |
| 30D | -2.4% | +1.0% | -3.4% | -2.5% |
| 3M | +9.8% | -2.0% | +11.8% | +9.6% |
| 6M | -10.8% | -18.1% | +7.3% | -9.6% |
| YTD | -10.8% | -36.1% | +25.3% | -7.6% |
| 1Y | -19.0% | -34.0% | +15.1% | -16.3% |
| 3Y | -39.7% | -26.7% | -13.0% | -38.6% |
| All | -43.5% | -34.5% | -9.0% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling