+5,145.1%
CRS vs HDB
+3,812.1%
+1,332.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -0.2% | +0.4% | -0.7% | -0.5% |
| 30D | -16.6% | -2.8% | -13.8% | -15.7% |
| 3M | -3.5% | -3.5% | +0.1% | -2.7% |
| 6M | +15.4% | -24.7% | +40.2% | +30.0% |
| YTD | +51.2% | -36.6% | +87.8% | +83.1% |
| 1Y | +98.3% | -34.4% | +132.7% | +135.3% |
| 3Y | +651.5% | -24.4% | +675.9% | +715.3% |
| 5Y | +1,411.1% | -35.4% | +1,446.5% | +1,624.9% |
| 10Y | +1,424.3% | +39.5% | +1,384.8% | +1,090.3% |
| All | +5,145.1% | +3,812.1% | +1,332.9% | +1,095.4% |
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 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