+457.8%
CMS vs HDB
+4,142.9%
-3,685.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.4% |
| 7D | -1.3% | +13.3% | -14.7% | -3.5% |
| 30D | +6.3% | +13.6% | -7.2% | +3.9% |
| 3M | -2.1% | +5.8% | -7.8% | -3.2% |
| 6M | -5.1% | -1.9% | -3.2% | -5.2% |
| YTD | +1.3% | -31.2% | +32.5% | +7.3% |
| 1Y | -1.4% | -29.6% | +28.2% | +4.0% |
| 3Y | +36.9% | -10.1% | +47.0% | +36.8% |
| 5Y | +32.5% | -24.3% | +56.9% | +34.6% |
| 10Y | +126.8% | +59.3% | +67.5% | +94.1% |
| All | +457.8% | +4,142.9% | -3,685.1% | +245.5% |
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 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