+7,356.5%
CMI vs HDB
+4,259.4%
+3,097.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +0.5% | +2.7% | -2.3% | -0.7% |
| 30D | -14.0% | +14.1% | -28.2% | -19.1% |
| 3M | -28.1% | +11.8% | -40.0% | -32.0% |
| 6M | -35.8% | +8.2% | -44.0% | -38.8% |
| YTD | -10.5% | -29.3% | +18.8% | +1.7% |
| 1Y | -1.9% | -28.8% | +26.9% | +11.1% |
| 3Y | +121.0% | -7.5% | +128.5% | +117.0% |
| 5Y | +114.6% | -23.1% | +137.6% | +122.3% |
| 10Y | +325.5% | +63.7% | +261.8% | +185.9% |
| All | +7,356.5% | +4,259.4% | +3,097.1% | +1,528.8% |
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