-0.8%
CRM vs HDB
-34.5%
+33.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.9% | -4.9% | -0.1% |
| 7D | -4.4% | +0.7% | -5.1% | -4.7% |
| 30D | +28.1% | +1.0% | +27.1% | +27.4% |
| 3M | +48.8% | -2.0% | +50.8% | +48.5% |
| 6M | +28.3% | -18.1% | +46.4% | +35.5% |
| YTD | -6.0% | -36.1% | +30.1% | +8.5% |
| 1Y | +1.4% | -34.0% | +35.5% | +15.3% |
| 3Y | +11.8% | -26.7% | +38.5% | +19.1% |
| All | -0.8% | -34.5% | +33.7% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling