+138.8%
CART vs HDB
-7.2%
+146.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.2% |
| 7D | +1.5% | +13.7% | -12.2% | -0.4% |
| 30D | +22.4% | +15.8% | +6.6% | +19.7% |
| 3M | +16.5% | +9.2% | +7.3% | +14.9% |
| 6M | +44.9% | +3.2% | +41.7% | +43.6% |
| YTD | +30.0% | -29.4% | +59.3% | +37.6% |
| 1Y | +59.1% | -27.9% | +87.0% | +67.6% |
| 3Y | +138.8% | -5.9% | +144.7% | +125.9% |
| All | +138.8% | -7.2% | +146.1% | +125.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling