+73.0%
CF vs HDB
-24.6%
+97.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.3% |
| 7D | +6.0% | +0.4% | +5.6% | +6.0% |
| 30D | +14.8% | -2.8% | +17.7% | +14.5% |
| 3M | +14.1% | -3.5% | +17.6% | +13.8% |
| 6M | +28.5% | -24.7% | +53.2% | +28.0% |
| YTD | +74.9% | -36.6% | +111.5% | +76.7% |
| 1Y | +61.7% | -34.4% | +96.1% | +62.6% |
| All | +73.0% | -24.6% | +97.6% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling