+66.7%
HDB vs CG
+278.5%
-211.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.2% |
| 7D | +2.7% | +0.2% | +2.6% | +2.6% |
| 30D | +14.1% | +11.2% | +3.0% | +10.7% |
| 3M | +11.8% | -22.1% | +33.9% | +19.2% |
| 6M | +8.2% | -17.9% | +26.1% | +13.3% |
| YTD | -29.3% | -31.3% | +2.0% | -22.9% |
| 1Y | -28.8% | -24.0% | -4.8% | -24.6% |
| 3Y | -7.5% | +45.0% | -52.4% | -23.9% |
| 5Y | -23.1% | -22.6% | -0.4% | -25.1% |
| All | +66.7% | +278.5% | -211.7% | +7.1% |
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