+140.2%
CMS vs HDB
+63.5%
+76.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +1.7% | +2.7% | -1.0% | +1.3% |
| 30D | +6.2% | +14.1% | -8.0% | +3.8% |
| 3M | +0.6% | +11.8% | -11.2% | -1.4% |
| 6M | -1.8% | +8.2% | -9.9% | -3.5% |
| YTD | +3.8% | -29.3% | +33.2% | +9.5% |
| 1Y | -1.8% | -28.8% | +27.0% | +3.4% |
| 3Y | +39.8% | -7.5% | +47.3% | +38.9% |
| 5Y | +37.1% | -23.1% | +60.2% | +39.3% |
| All | +140.2% | +63.5% | +76.6% | +114.3% |
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