+42.5%
CI vs HDB
-35.4%
+78.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +1.3% | +0.4% | +0.9% | +1.3% |
| 30D | +4.4% | -2.8% | +7.3% | +4.7% |
| 3M | +0.7% | -3.5% | +4.2% | +0.7% |
| 6M | +0.3% | -24.7% | +25.1% | +3.0% |
| YTD | +3.8% | -36.6% | +40.4% | +8.5% |
| 1Y | -5.5% | -34.4% | +28.9% | -1.7% |
| 3Y | +8.1% | -24.4% | +32.5% | +10.2% |
| All | +42.5% | -35.4% | +78.0% | +50.8% |
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