+523.2%
CL vs HDB
+4,068.7%
-3,545.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | +5.9% | +13.3% | -7.4% | +4.0% |
| 30D | +13.8% | +10.2% | +3.6% | +12.1% |
| 3M | +6.4% | +3.6% | +2.8% | +5.7% |
| 6M | +15.6% | -0.5% | +16.2% | +15.2% |
| YTD | +27.9% | -32.4% | +60.3% | +34.8% |
| 1Y | +31.4% | -31.1% | +62.5% | +38.0% |
| 3Y | +41.4% | -12.6% | +54.0% | +42.1% |
| 5Y | +42.8% | -25.7% | +68.5% | +45.3% |
| 10Y | +79.7% | +56.5% | +23.2% | +58.2% |
| All | +523.2% | +4,068.7% | -3,545.4% | +275.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling