+37.6%
CL vs HDB
-11.1%
+48.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -3.9% | -2.3% |
| 7D | +1.3% | +13.3% | -12.0% | +0.1% |
| 30D | +11.4% | +13.6% | -2.2% | +9.9% |
| 3M | +4.4% | +5.8% | -1.3% | +3.7% |
| 6M | +10.8% | -1.9% | +12.7% | +10.7% |
| YTD | +25.1% | -31.2% | +56.3% | +28.7% |
| 1Y | +28.0% | -29.6% | +57.5% | +31.4% |
| 3Y | +37.6% | -10.1% | +47.7% | +39.5% |
| All | +37.6% | -11.1% | +48.7% | +39.5% |
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