-30.0%
HDB vs CAI
-11.3%
-18.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | +4.1% | -8.0% | +12.0% | +4.4% |
| 30D | +13.0% | -18.9% | +31.8% | +13.5% |
| 3M | +11.3% | +7.6% | +3.6% | +9.5% |
| 6M | +6.9% | +43.0% | -36.0% | +2.7% |
| YTD | -29.6% | -11.2% | -18.4% | -32.8% |
| 1Y | -29.5% | -3.3% | -26.3% | -32.5% |
| All | -30.0% | -11.3% | -18.8% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling