+427.4%
CNP vs HDB
+3,812.1%
-3,384.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | -1.8% | -2.8% | +1.0% | -1.3% |
| 3M | -4.6% | -3.5% | -1.1% | -4.3% |
| 6M | -8.8% | -24.7% | +15.9% | -3.7% |
| YTD | +5.2% | -36.6% | +41.8% | +15.2% |
| 1Y | +8.3% | -34.4% | +42.7% | +17.6% |
| 3Y | +54.9% | -24.4% | +79.3% | +60.8% |
| 5Y | +73.5% | -35.4% | +108.9% | +83.6% |
| 10Y | +139.1% | +39.5% | +99.6% | +109.0% |
| All | +427.4% | +3,812.1% | -3,384.8% | +189.0% |
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