+56.6%
CART vs HDB
-27.5%
+84.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | 0.0% |
| 7D | +0.3% | +12.7% | -12.4% | -0.5% |
| 30D | +22.4% | +16.6% | +5.8% | +21.2% |
| 3M | +15.6% | +10.8% | +4.9% | +14.7% |
| 6M | +44.9% | +3.8% | +41.1% | +43.7% |
| YTD | +30.0% | -28.9% | +58.9% | +28.9% |
| 1Y | +56.6% | -28.0% | +84.6% | +56.1% |
| All | +56.6% | -27.5% | +84.1% | +56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling