+219.7%
CFG vs HDB
+61.4%
+158.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | +0.7% | +12.7% | -12.0% | -4.9% |
| 30D | +2.8% | +16.6% | -13.8% | -4.6% |
| 3M | -10.1% | +10.8% | -20.9% | -14.8% |
| 6M | +3.2% | +3.8% | -0.7% | +0.2% |
| YTD | +14.2% | -28.9% | +43.1% | +32.1% |
| 1Y | +27.4% | -28.0% | +55.4% | +46.2% |
| 3Y | +187.6% | -7.2% | +194.7% | +180.6% |
| 5Y | +65.7% | -22.2% | +87.9% | +73.4% |
| 10Y | +219.7% | +63.6% | +156.1% | +135.7% |
| All | +219.7% | +61.4% | +158.3% | +135.7% |
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