+71.5%
CART vs HDB
-20.3%
+91.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.7% |
| 7D | +1.2% | +13.3% | -12.1% | -1.3% |
| 30D | +27.1% | +10.2% | +16.9% | +24.6% |
| 3M | +27.4% | +3.6% | +23.9% | +26.3% |
| 6M | +32.1% | -0.5% | +32.6% | +31.4% |
| YTD | +28.5% | -32.4% | +60.9% | +40.4% |
| 1Y | +58.8% | -31.1% | +89.9% | +72.4% |
| 3Y | +114.8% | -12.6% | +127.4% | +97.1% |
| All | +71.5% | -20.3% | +91.8% | +78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling