+1,692.5%
CB vs HDB
+4,142.9%
-2,450.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.3% |
| 7D | +0.2% | +13.3% | -13.1% | -3.3% |
| 30D | +9.1% | +13.6% | -4.5% | +5.1% |
| 3M | +3.4% | +5.8% | -2.3% | +1.5% |
| 6M | +14.1% | -1.9% | +16.0% | +13.8% |
| YTD | +18.0% | -31.2% | +49.2% | +29.5% |
| 1Y | +30.1% | -29.6% | +59.7% | +41.8% |
| 3Y | +71.8% | -10.1% | +81.9% | +71.3% |
| 5Y | +101.8% | -24.3% | +126.2% | +107.6% |
| 10Y | +252.1% | +59.3% | +192.9% | +179.6% |
| All | +1,692.5% | +4,142.9% | -2,450.4% | +474.6% |
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 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