+30.0%
CL vs HDB
-35.4%
+65.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.4% |
| 7D | -2.2% | +0.4% | -2.6% | -2.2% |
| 30D | -4.8% | -2.8% | -2.0% | -4.6% |
| 3M | +4.9% | -3.5% | +8.4% | +5.1% |
| 6M | -5.7% | -24.7% | +19.0% | -3.1% |
| YTD | +14.4% | -36.6% | +50.9% | +19.5% |
| 1Y | +8.7% | -34.4% | +43.1% | +13.2% |
| 3Y | +30.0% | -24.4% | +54.4% | +33.2% |
| All | +30.0% | -35.4% | +65.5% | +31.6% |
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