+1,417.0%
CRS vs HDB
-37.6%
+1,454.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -2.5% |
| 7D | -3.1% | -2.0% | -1.0% | -2.4% |
| 30D | -19.6% | -4.9% | -14.7% | -18.3% |
| 3M | -8.1% | -2.3% | -5.8% | -8.0% |
| 6M | +18.6% | -23.7% | +42.3% | +29.2% |
| YTD | +45.9% | -38.5% | +84.3% | +70.9% |
| 1Y | +82.5% | -36.5% | +118.9% | +110.2% |
| 3Y | +648.9% | -28.5% | +677.3% | +706.7% |
| All | +1,417.0% | -37.6% | +1,454.6% | +1,595.7% |
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