-4.7%
CMS vs HDB
-29.3%
+24.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -1.3% | +4.1% | -5.4% | -1.5% |
| 30D | +5.3% | +13.0% | -7.7% | +4.5% |
| 3M | -0.3% | +11.3% | -11.6% | -1.0% |
| 6M | -4.0% | +6.9% | -11.0% | -4.6% |
| YTD | +2.1% | -29.6% | +31.8% | +5.9% |
| 1Y | -4.7% | -29.5% | +24.8% | -0.7% |
| All | -4.7% | -29.3% | +24.6% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling