+4,100.0%
CMG vs HDB
+861.4%
+3,238.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.8% | +0.4% | -3.2% | -3.0% |
| 30D | +7.1% | -2.8% | +9.9% | +8.1% |
| 3M | +31.2% | -3.5% | +34.7% | +32.3% |
| 6M | +0.7% | -24.7% | +25.4% | +9.7% |
| YTD | -0.1% | -36.6% | +36.5% | +14.6% |
| 1Y | -10.7% | -34.4% | +23.6% | +1.1% |
| 3Y | -4.7% | -24.4% | +19.7% | +1.0% |
| 5Y | -3.8% | -35.4% | +31.6% | +6.2% |
| 10Y | +352.5% | +39.5% | +312.9% | +265.3% |
| All | +4,100.0% | +861.4% | +3,238.6% | +1,268.8% |
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