+577.4%
CF vs HDB
+38.3%
+539.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +6.0% | +0.4% | +5.6% | +5.9% |
| 30D | +14.8% | -2.8% | +17.7% | +15.6% |
| 3M | +14.1% | -3.5% | +17.6% | +14.5% |
| 6M | +28.5% | -24.7% | +53.2% | +36.3% |
| YTD | +74.9% | -36.6% | +111.5% | +94.6% |
| 1Y | +61.7% | -34.4% | +96.1% | +77.7% |
| 3Y | +80.3% | -24.4% | +104.7% | +85.4% |
| 5Y | +226.0% | -35.4% | +261.3% | +247.8% |
| All | +577.4% | +38.3% | +539.1% | +431.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling