+136.0%
CMS vs HDB
+64.3%
+71.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -1.1% | +6.9% | -8.1% | -2.2% |
| 30D | +6.6% | +15.2% | -8.7% | +4.0% |
| 3M | +0.8% | +11.7% | -10.9% | -1.2% |
| 6M | -3.3% | +7.5% | -10.9% | -4.9% |
| YTD | +2.7% | -28.8% | +31.5% | +8.2% |
| 1Y | -4.0% | -29.1% | +25.1% | +1.2% |
| 3Y | +37.6% | -7.0% | +44.6% | +36.6% |
| 5Y | +35.4% | -22.1% | +57.5% | +37.3% |
| 10Y | +136.0% | +64.9% | +71.1% | +109.9% |
| All | +136.0% | +64.3% | +71.7% | +109.9% |
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