+137.4%
CAG vs HDB
+3,812.1%
-3,674.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -3.8% | +0.4% | -4.2% | -3.8% |
| 30D | +3.1% | -2.8% | +5.9% | +3.5% |
| 3M | +23.5% | -3.5% | +27.0% | +23.7% |
| 6M | -14.8% | -24.7% | +9.9% | -12.2% |
| YTD | -5.4% | -36.6% | +31.1% | -0.6% |
| 1Y | -11.8% | -34.4% | +22.6% | -7.7% |
| 3Y | -36.7% | -24.4% | -12.3% | -35.3% |
| 5Y | -40.3% | -35.4% | -4.9% | -38.4% |
| 10Y | -37.0% | +39.5% | -76.5% | -42.9% |
| All | +137.4% | +3,812.1% | -3,674.8% | +56.6% |
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