+111.6%
CART vs HDB
-12.6%
+124.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.6% |
| 7D | +1.2% | +13.3% | -12.1% | -0.6% |
| 30D | +27.1% | +10.2% | +16.9% | +25.2% |
| 3M | +27.4% | +3.6% | +23.9% | +26.6% |
| 6M | +32.1% | -0.5% | +32.6% | +31.5% |
| YTD | +28.5% | -32.4% | +60.9% | +36.8% |
| 1Y | +58.8% | -31.1% | +89.9% | +68.3% |
| All | +111.6% | -12.6% | +124.3% | +104.5% |
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