+568.0%
CF vs HDB
+57.5%
+510.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.3% |
| 7D | -3.2% | +13.3% | -16.5% | -6.0% |
| 30D | +4.3% | +13.6% | -9.2% | +1.2% |
| 3M | +2.8% | +5.8% | -3.0% | +1.1% |
| 6M | +0.6% | -1.9% | +2.5% | +0.2% |
| YTD | +56.6% | -31.2% | +87.8% | +70.4% |
| 1Y | +49.6% | -29.6% | +79.2% | +61.5% |
| 3Y | +61.5% | -10.1% | +71.6% | +57.5% |
| 5Y | +124.0% | -24.3% | +148.3% | +126.8% |
| All | +568.0% | +57.5% | +510.5% | +396.8% |
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 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