+39.7%
CL vs HDB
-7.2%
+47.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.2% | +1.2% |
| 7D | +0.5% | +13.7% | -13.2% | -0.8% |
| 30D | +11.6% | +15.8% | -4.3% | +9.9% |
| 3M | +5.6% | +9.2% | -3.6% | +4.6% |
| 6M | +13.2% | +3.2% | +10.0% | +12.5% |
| YTD | +26.9% | -29.4% | +56.3% | +30.2% |
| 1Y | +27.3% | -27.9% | +55.3% | +30.4% |
| 3Y | +39.7% | -5.9% | +45.6% | +41.3% |
| All | +39.7% | -7.2% | +47.0% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling