-7.6%
CMG vs HDB
-30.2%
+22.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.2% |
| 7D | -6.5% | -4.9% | -1.6% | -5.5% |
| 30D | +12.1% | -5.8% | +17.9% | +13.4% |
| 3M | +20.6% | -5.2% | +25.8% | +21.8% |
| 6M | +2.1% | -25.7% | +27.8% | +7.1% |
| YTD | -2.6% | -39.6% | +37.0% | +4.4% |
| 1Y | -8.7% | -36.9% | +28.2% | -2.7% |
| All | -7.6% | -30.2% | +22.7% | -4.2% |
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