+237.0%
CFG vs HDB
+61.5%
+175.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.3% | +1.7% |
| 7D | +0.3% | +13.7% | -13.4% | -5.7% |
| 30D | +3.2% | +15.8% | -12.6% | -3.9% |
| 3M | -9.7% | +9.2% | -18.9% | -13.9% |
| 6M | +3.6% | +3.2% | +0.5% | +0.9% |
| YTD | +14.7% | -29.4% | +44.0% | +33.1% |
| 1Y | +29.6% | -27.9% | +57.5% | +48.6% |
| 3Y | +190.6% | -5.9% | +196.4% | +181.3% |
| 5Y | +67.1% | -23.5% | +90.6% | +76.3% |
| 10Y | +237.0% | +61.3% | +175.7% | +151.4% |
| All | +237.0% | +61.5% | +175.5% | +151.4% |
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 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