+72.5%
CART vs HDB
-18.9%
+91.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.2% |
| 7D | +3.0% | +13.3% | -10.4% | +0.4% |
| 30D | +28.6% | +13.6% | +15.0% | +25.2% |
| 3M | +29.1% | +5.8% | +23.3% | +27.4% |
| 6M | +44.7% | -1.9% | +46.6% | +44.5% |
| YTD | +29.2% | -31.2% | +60.4% | +40.7% |
| 1Y | +66.2% | -29.6% | +95.7% | +79.5% |
| 3Y | +112.8% | -10.1% | +122.9% | +91.3% |
| All | +72.5% | -18.9% | +91.4% | +79.0% |
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