-38.0%
HDB vs CAI
-29.0%
-9.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -6.2% | -5.1% | -1.1% | -5.8% |
| 30D | -6.2% | +3.9% | -10.1% | -6.6% |
| 3M | -5.9% | +40.1% | -46.0% | -9.2% |
| 6M | -25.9% | +29.7% | -55.6% | -28.4% |
| YTD | -40.2% | -10.9% | -29.3% | -42.7% |
| 1Y | -38.0% | -28.0% | -10.0% | -40.3% |
| All | -38.0% | -29.0% | -9.0% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling