-41.0%
CAG vs HDB
-23.2%
-17.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.2% |
| 7D | -3.3% | +2.7% | -6.1% | -3.6% |
| 30D | +7.7% | +14.1% | -6.5% | +6.5% |
| 3M | -3.2% | +11.8% | -15.0% | -4.1% |
| 6M | +7.0% | +8.2% | -1.2% | +5.8% |
| YTD | -9.0% | -29.3% | +20.3% | -6.6% |
| 1Y | -9.6% | -28.8% | +19.2% | -7.3% |
| 3Y | -36.0% | -7.5% | -28.5% | -36.3% |
| All | -41.0% | -23.2% | -17.8% | -42.3% |
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 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