+321.2%
CMG vs HDB
+32.9%
+288.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | -3.8% | -6.2% | +2.4% | -2.1% |
| 30D | +12.9% | -6.2% | +19.1% | +14.9% |
| 3M | +18.8% | -5.9% | +24.6% | +20.5% |
| 6M | +4.1% | -25.9% | +30.0% | +12.7% |
| YTD | -2.4% | -40.2% | +37.9% | +11.9% |
| 1Y | -6.7% | -38.0% | +31.3% | +5.7% |
| 3Y | -7.1% | -30.5% | +23.4% | +0.2% |
| 5Y | -5.0% | -38.1% | +33.2% | +3.9% |
| All | +321.2% | +32.9% | +288.3% | +305.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling