+1,572.4%
CB vs HDB
+3,812.1%
-2,239.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.4% |
| 3M | +9.0% | -3.5% | +12.5% | +9.5% |
| 6M | +2.9% | -24.7% | +27.6% | +10.5% |
| YTD | +10.1% | -36.6% | +46.7% | +24.0% |
| 1Y | +22.8% | -34.4% | +57.2% | +36.7% |
| 3Y | +73.8% | -24.4% | +98.2% | +82.4% |
| 5Y | +99.2% | -35.4% | +134.5% | +114.8% |
| 10Y | +218.2% | +39.5% | +178.7% | +162.9% |
| All | +1,572.4% | +3,812.1% | -2,239.7% | +450.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling