+121.7%
CMS vs HDB
+57.5%
+64.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.4% |
| 7D | -1.3% | +13.3% | -14.7% | -3.4% |
| 30D | +6.3% | +13.6% | -7.2% | +4.1% |
| 3M | -2.1% | +5.8% | -7.8% | -3.1% |
| 6M | -5.1% | -1.9% | -3.2% | -5.2% |
| YTD | +1.3% | -31.2% | +32.5% | +7.2% |
| 1Y | -1.4% | -29.6% | +28.2% | +4.0% |
| 3Y | +36.9% | -10.1% | +47.0% | +36.7% |
| 5Y | +32.5% | -24.3% | +56.9% | +34.9% |
| All | +121.7% | +57.5% | +64.2% | +98.1% |
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