+316.4%
CFG vs HDB
+133.6%
+182.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.7% |
| 7D | -0.9% | +13.3% | -14.2% | -6.6% |
| 30D | +1.1% | +13.6% | -12.5% | -5.0% |
| 3M | -12.0% | +5.8% | -17.8% | -14.8% |
| 6M | -2.2% | -1.9% | -0.3% | -2.5% |
| YTD | +11.4% | -31.2% | +42.6% | +30.5% |
| 1Y | +27.8% | -29.6% | +57.4% | +47.8% |
| 3Y | +173.3% | -10.1% | +183.4% | +171.1% |
| 5Y | +62.4% | -24.3% | +86.8% | +72.1% |
| 10Y | +249.6% | +59.3% | +190.3% | +144.3% |
| All | +316.4% | +133.6% | +182.8% | +160.0% |
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