+102.5%
CFG vs HDB
-35.4%
+138.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | -3.8% | -2.8% | -1.0% | -2.9% |
| 3M | +11.5% | -3.5% | +15.0% | +12.4% |
| 6M | +19.2% | -24.7% | +43.9% | +31.4% |
| YTD | +23.7% | -36.6% | +60.3% | +45.3% |
| 1Y | +38.8% | -34.4% | +73.2% | +60.5% |
| 3Y | +178.9% | -24.4% | +203.3% | +197.6% |
| All | +102.5% | -35.4% | +138.0% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling