+3,896.6%
CMG vs HDB
+966.4%
+2,930.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.6% |
| 7D | -0.6% | +4.1% | -4.7% | -1.9% |
| 30D | +15.9% | +13.0% | +2.9% | +11.5% |
| 3M | +7.8% | +11.3% | -3.5% | +3.9% |
| 6M | +7.7% | +6.9% | +0.7% | +4.7% |
| YTD | -4.9% | -29.6% | +24.7% | +5.3% |
| 1Y | +12.3% | -29.5% | +41.8% | +24.2% |
| 3Y | -17.1% | -8.1% | -9.0% | -17.5% |
| 5Y | -5.6% | -23.4% | +17.8% | -1.5% |
| 10Y | +342.9% | +62.9% | +279.9% | +239.5% |
| All | +3,896.6% | +966.4% | +2,930.2% | +1,157.7% |
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