+5,676.4%
CRM vs HDB
+1,838.9%
+3,837.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.3% |
| 7D | -5.0% | -4.9% | -0.1% | -3.1% |
| 30D | +23.6% | -5.8% | +29.5% | +26.2% |
| 3M | +39.6% | -5.2% | +44.8% | +41.2% |
| 6M | +23.4% | -25.7% | +49.2% | +36.3% |
| YTD | -7.4% | -39.6% | +32.2% | +10.6% |
| 1Y | -2.3% | -36.9% | +34.6% | +14.3% |
| 3Y | +10.5% | -29.7% | +40.2% | +20.7% |
| 5Y | -4.7% | -37.8% | +33.0% | +7.9% |
| 10Y | +234.7% | +33.7% | +201.0% | +160.5% |
| All | +5,676.4% | +1,838.9% | +3,837.4% | +1,996.0% |
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