+39.9%
CL vs HDB
-24.7%
+64.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -3.9% | -2.4% |
| 7D | +1.3% | +13.3% | -12.0% | 0.0% |
| 30D | +11.4% | +13.6% | -2.2% | +9.8% |
| 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% | +29.5% |
| 1Y | +28.0% | -29.6% | +57.5% | +32.2% |
| 3Y | +37.6% | -10.1% | +47.7% | +38.3% |
| All | +39.9% | -24.7% | +64.6% | +41.0% |
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