+101.0%
CB vs HDB
-35.4%
+136.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | -3.1% | -2.8% | -0.3% | -2.6% |
| 3M | +9.0% | -3.5% | +12.5% | +9.3% |
| 6M | +2.9% | -24.7% | +27.6% | +8.1% |
| YTD | +10.1% | -36.6% | +46.7% | +19.6% |
| 1Y | +22.8% | -34.4% | +57.2% | +32.3% |
| 3Y | +73.8% | -24.4% | +98.2% | +80.0% |
| All | +101.0% | -35.4% | +136.5% | +112.1% |
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 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