+63.6%
HDB vs CG
+308.6%
-245.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.1% |
| 7D | +12.7% | +2.0% | +10.8% | +12.0% |
| 30D | +16.6% | +8.5% | +8.1% | +13.8% |
| 3M | +10.8% | -12.1% | +22.9% | +14.2% |
| 6M | +3.8% | -16.4% | +20.3% | +8.2% |
| YTD | -28.9% | -28.0% | -0.9% | -23.5% |
| 1Y | -28.0% | -18.9% | -9.1% | -25.1% |
| 3Y | -7.2% | +51.2% | -58.4% | -24.4% |
| 5Y | -22.2% | -15.9% | -6.4% | -26.2% |
| 10Y | +63.6% | +305.9% | -242.4% | +4.8% |
| All | +63.6% | +308.6% | -245.0% | +4.8% |
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