+362.4%
CFG vs HDB
+115.4%
+246.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +1.5% | +0.4% | +1.1% | +1.3% |
| 30D | -3.8% | -2.8% | -1.0% | -2.6% |
| 3M | +11.5% | -3.5% | +15.0% | +12.6% |
| 6M | +19.2% | -24.7% | +43.9% | +34.7% |
| YTD | +23.7% | -36.6% | +60.3% | +51.3% |
| 1Y | +38.8% | -34.4% | +73.2% | +66.5% |
| 3Y | +178.9% | -24.4% | +203.3% | +202.8% |
| 5Y | +101.8% | -35.4% | +137.1% | +132.0% |
| 10Y | +317.3% | +39.5% | +277.7% | +210.6% |
| All | +362.4% | +115.4% | +246.9% | +201.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling