+132.3%
CMS vs HDB
+61.5%
+70.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | +0.1% |
| 7D | -0.9% | +13.7% | -14.6% | -3.0% |
| 30D | +7.1% | +15.8% | -8.8% | +4.4% |
| 3M | -1.3% | +9.2% | -10.5% | -2.9% |
| 6M | -2.7% | +3.2% | -5.8% | -3.6% |
| YTD | +2.6% | -29.4% | +32.0% | +8.2% |
| 1Y | -2.0% | -27.9% | +25.9% | +3.0% |
| 3Y | +39.6% | -5.9% | +45.5% | +38.3% |
| 5Y | +35.3% | -23.5% | +58.8% | +37.7% |
| 10Y | +132.3% | +61.3% | +71.0% | +106.5% |
| All | +132.3% | +61.5% | +70.8% | +106.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling