+445.0%
CNP vs HDB
+4,291.4%
-3,846.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -0.1% | +6.9% | -7.0% | -1.6% |
| 30D | +5.0% | +15.2% | -10.2% | +1.7% |
| 3M | +2.7% | +11.7% | -9.1% | -0.1% |
| 6M | -1.9% | +7.5% | -9.4% | -4.1% |
| YTD | +8.8% | -28.8% | +37.6% | +15.8% |
| 1Y | +5.6% | -29.1% | +34.8% | +12.6% |
| 3Y | +63.2% | -7.0% | +70.2% | +61.5% |
| 5Y | +73.8% | -22.1% | +95.8% | +76.1% |
| 10Y | +144.0% | +64.9% | +79.1% | +105.4% |
| All | +445.0% | +4,291.4% | -3,846.4% | +190.5% |
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