+421.5%
CARR vs HDB
+26.6%
+394.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.9% | -5.4% | -0.8% |
| 7D | -3.8% | +0.7% | -4.5% | -4.0% |
| 30D | -8.9% | +1.0% | -9.9% | -9.3% |
| 3M | -17.3% | -2.0% | -15.3% | -17.2% |
| 6M | -1.4% | -18.1% | +16.7% | +4.5% |
| YTD | +10.0% | -36.1% | +46.1% | +26.4% |
| 1Y | -6.4% | -34.0% | +27.7% | +6.2% |
| 3Y | +1.5% | -26.7% | +28.2% | +9.0% |
| 5Y | +9.3% | -33.9% | +43.2% | +19.1% |
| All | +421.5% | +26.6% | +394.9% | +331.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling