+33.7%
HDB vs CG
+324.5%
-290.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.7% |
| 7D | -4.9% | -6.4% | +1.6% | -3.1% |
| 30D | -5.8% | -7.1% | +1.2% | -4.2% |
| 3M | -5.2% | -1.6% | -3.6% | -5.2% |
| 6M | -25.7% | -8.3% | -17.4% | -24.4% |
| YTD | -39.6% | -23.8% | -15.8% | -35.8% |
| 1Y | -36.9% | -28.7% | -8.2% | -32.0% |
| 3Y | -29.7% | +49.2% | -78.9% | -42.2% |
| 5Y | -37.8% | +5.5% | -43.3% | -44.8% |
| 10Y | +33.7% | +331.2% | -297.5% | -13.7% |
| All | +33.7% | +324.5% | -290.8% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling