+165.0%
CMI vs HDB
-34.5%
+199.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.9% | -5.6% | -0.7% |
| 7D | -0.7% | +0.7% | -1.4% | -1.0% |
| 30D | -12.4% | +1.0% | -13.4% | -12.8% |
| 3M | -14.8% | -2.0% | -12.8% | -14.8% |
| 6M | +0.8% | -18.1% | +18.9% | +5.7% |
| YTD | +10.2% | -36.1% | +46.3% | +23.6% |
| 1Y | +37.4% | -34.0% | +71.5% | +52.4% |
| 3Y | +153.3% | -26.7% | +180.0% | +167.6% |
| All | +165.0% | -34.5% | +199.5% | +178.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling