+8.2%
HDB vs CAI
+43.5%
-35.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.6% |
| 7D | +2.7% | -8.7% | +11.4% | +3.0% |
| 30D | +14.1% | -23.8% | +38.0% | +14.4% |
| 3M | +11.8% | +3.9% | +7.9% | +8.4% |
| 6M | +8.2% | +56.8% | -48.7% | -3.6% |
| All | +8.2% | +43.5% | -35.3% | -3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling