+152.4%
CMI vs HDB
-30.2%
+182.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.8% |
| 7D | +0.7% | -4.9% | +5.6% | +1.7% |
| 30D | -12.3% | -5.8% | -6.4% | -11.2% |
| 3M | -16.8% | -5.2% | -11.6% | -16.3% |
| 6M | +1.5% | -25.7% | +27.2% | +7.2% |
| YTD | +9.8% | -39.6% | +49.4% | +20.4% |
| 1Y | +42.6% | -36.9% | +79.5% | +54.6% |
| All | +152.4% | -30.2% | +182.6% | +162.3% |
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