+1,725.0%
CB vs HDB
+4,068.7%
-2,343.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | +2.6% | +13.3% | -10.7% | -1.0% |
| 30D | +11.2% | +10.2% | +1.0% | +8.1% |
| 3M | +5.7% | +3.6% | +2.2% | +4.4% |
| 6M | +15.9% | -0.5% | +16.4% | +15.1% |
| YTD | +20.2% | -32.4% | +52.6% | +32.5% |
| 1Y | +32.4% | -31.1% | +63.5% | +45.2% |
| 3Y | +75.5% | -12.6% | +88.1% | +76.4% |
| 5Y | +105.5% | -25.7% | +131.2% | +112.5% |
| 10Y | +258.5% | +56.5% | +202.0% | +186.2% |
| All | +1,725.0% | +4,068.7% | -2,343.7% | +488.1% |
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