+37.9%
CMS vs HDB
-5.9%
+43.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.3% |
| 7D | +0.5% | +12.7% | -12.2% | -0.6% |
| 30D | +7.4% | +16.6% | -9.2% | +6.0% |
| 3M | +1.9% | +10.8% | -8.9% | +0.9% |
| 6M | -2.3% | +3.8% | -6.2% | -2.9% |
| YTD | +3.0% | -28.9% | +31.9% | +6.4% |
| 1Y | -2.8% | -28.0% | +25.2% | +0.3% |
| 3Y | +37.9% | -7.2% | +45.1% | +36.5% |
| All | +37.9% | -5.9% | +43.8% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling