-65.0%
CBRS vs HDB
+6.1%
-71.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.5% | +10.8% | +11.4% |
| 7D | +21.2% | +2.7% | +18.5% | +22.5% |
| 30D | -23.2% | +14.1% | -37.3% | -17.6% |
| 3M | -52.9% | +11.8% | -64.8% | -50.0% |
| All | -65.0% | +6.1% | -71.1% | -62.8% |
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