-3.6%
CNC vs HDB
-30.2%
+26.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.8% |
| 7D | -4.9% | -4.9% | 0.0% | -4.9% |
| 30D | -3.8% | -5.8% | +2.1% | -3.9% |
| 3M | -3.2% | -5.2% | +1.9% | -3.4% |
| 6M | +47.9% | -25.7% | +73.6% | +47.5% |
| YTD | +55.7% | -39.6% | +95.2% | +55.7% |
| 1Y | +106.2% | -36.9% | +143.2% | +105.9% |
| All | -3.6% | -30.2% | +26.7% | -1.6% |
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