+115.8%
CMS vs HDB
+34.0%
+81.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.0% |
| 7D | +1.2% | -2.0% | +3.3% | +1.6% |
| 30D | -3.2% | -4.9% | +1.7% | -2.4% |
| 3M | -2.2% | -2.3% | +0.1% | -2.1% |
| 6M | -9.4% | -23.7% | +14.3% | -5.7% |
| YTD | +0.7% | -38.5% | +39.2% | +8.8% |
| 1Y | +0.4% | -36.5% | +36.8% | +7.7% |
| 3Y | +35.2% | -28.5% | +63.6% | +40.6% |
| 5Y | +24.1% | -37.4% | +61.5% | +31.0% |
| 10Y | +115.8% | +34.0% | +81.8% | +99.5% |
| All | +115.8% | +34.0% | +81.8% | +99.5% |
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