+9,160.0%
CMI vs HDB
+3,694.0%
+5,466.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.2% | +1.4% |
| 7D | +1.9% | -2.0% | +3.9% | +2.7% |
| 30D | -12.5% | -4.9% | -7.6% | -10.8% |
| 3M | -16.2% | -2.3% | -13.9% | -16.0% |
| 6M | +4.9% | -23.7% | +28.6% | +16.3% |
| YTD | +11.1% | -38.5% | +49.6% | +34.8% |
| 1Y | +43.4% | -36.5% | +79.8% | +70.8% |
| 3Y | +154.1% | -28.5% | +182.5% | +179.9% |
| 5Y | +169.5% | -37.4% | +206.9% | +206.6% |
| 10Y | +503.8% | +34.0% | +469.7% | +345.2% |
| All | +9,160.0% | +3,694.0% | +5,466.0% | +2,058.7% |
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