+452.0%
CMS vs HDB
+3,812.1%
-3,360.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.4% | +0.4% | -0.1% | +0.3% |
| 30D | -3.6% | -2.8% | -0.8% | -3.2% |
| 3M | -1.9% | -3.5% | +1.6% | -1.6% |
| 6M | -11.0% | -24.7% | +13.7% | -6.9% |
| YTD | +0.2% | -36.6% | +36.8% | +7.8% |
| 1Y | -1.3% | -34.4% | +33.1% | +5.5% |
| 3Y | +35.9% | -24.4% | +60.3% | +40.2% |
| 5Y | +23.1% | -35.4% | +58.4% | +28.7% |
| 10Y | +117.9% | +39.5% | +78.4% | +91.2% |
| All | +452.0% | +3,812.1% | -3,360.1% | +247.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling