+74.7%
CART vs HDB
-16.1%
+90.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -0.6% | +6.9% | -7.5% | -1.9% |
| 30D | +23.1% | +15.2% | +7.8% | +19.6% |
| 3M | +19.2% | +11.7% | +7.5% | +16.5% |
| 6M | +45.7% | +7.5% | +38.2% | +42.9% |
| YTD | +30.9% | -28.8% | +59.7% | +41.6% |
| 1Y | +50.2% | -29.1% | +79.3% | +62.5% |
| 3Y | +133.5% | -7.0% | +140.5% | +108.8% |
| All | +74.7% | -16.1% | +90.8% | +80.1% |
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 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