+104.9%
CB vs HDB
-22.2%
+127.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -1.0% | +6.9% | -8.0% | -2.2% |
| 30D | +7.3% | +15.2% | -7.9% | +4.5% |
| 3M | +7.0% | +11.7% | -4.7% | +4.7% |
| 6M | +16.3% | +7.5% | +8.8% | +14.2% |
| YTD | +19.7% | -28.8% | +48.5% | +27.1% |
| 1Y | +27.8% | -29.1% | +56.9% | +35.8% |
| 3Y | +72.0% | -7.0% | +79.0% | +70.2% |
| 5Y | +104.9% | -22.1% | +126.9% | +106.1% |
| All | +104.9% | -22.2% | +127.0% | +106.1% |
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