+470.7%
CF vs HDB
+62.8%
+407.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.6% |
| 7D | +5.4% | +4.1% | +1.3% | +4.4% |
| 30D | +6.5% | +13.0% | -6.4% | +3.4% |
| 3M | +4.6% | +11.3% | -6.6% | +1.7% |
| 6M | -3.3% | +6.9% | -10.3% | -5.7% |
| YTD | +63.9% | -29.6% | +93.5% | +77.4% |
| 1Y | +50.4% | -29.5% | +80.0% | +62.6% |
| 3Y | +68.2% | -8.1% | +76.4% | +63.3% |
| 5Y | +113.8% | -23.4% | +137.2% | +116.2% |
| All | +470.7% | +62.8% | +407.9% | +308.9% |
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