+84.1%
CL vs HDB
+64.3%
+19.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -0.8% | +6.9% | -7.7% | -1.7% |
| 30D | +9.5% | +15.2% | -5.7% | +7.3% |
| 3M | +6.8% | +11.7% | -5.0% | +4.9% |
| 6M | +14.3% | +7.5% | +6.8% | +12.6% |
| YTD | +27.0% | -28.8% | +55.8% | +32.7% |
| 1Y | +26.3% | -29.1% | +55.4% | +32.0% |
| 3Y | +39.3% | -7.0% | +46.3% | +38.7% |
| 5Y | +41.5% | -22.1% | +63.6% | +43.3% |
| 10Y | +84.1% | +64.9% | +19.2% | +61.1% |
| All | +84.1% | +64.3% | +19.8% | +61.1% |
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