+3,909.1%
CMG vs HDB
+971.3%
+2,937.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +2.5% | +2.7% | -0.3% | +1.6% |
| 30D | +15.6% | +14.1% | +1.5% | +10.9% |
| 3M | +8.2% | +11.8% | -3.6% | +4.2% |
| 6M | +9.9% | +8.2% | +1.7% | +6.5% |
| YTD | -4.6% | -29.3% | +24.7% | +5.5% |
| 1Y | +12.4% | -28.8% | +41.2% | +24.0% |
| 3Y | -18.0% | -7.5% | -10.5% | -18.5% |
| 5Y | -5.3% | -23.1% | +17.7% | -1.3% |
| 10Y | +344.2% | +63.7% | +280.5% | +240.1% |
| All | +3,909.1% | +971.3% | +2,937.8% | +1,159.7% |
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