-37.4%
HDB vs CG
+9.5%
-46.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.5% |
| 7D | -2.0% | -1.3% | -0.8% | -1.7% |
| 30D | -4.9% | -3.2% | -1.7% | -4.3% |
| 3M | -2.3% | +6.2% | -8.5% | -4.0% |
| 6M | -23.7% | -4.7% | -19.1% | -23.3% |
| YTD | -38.5% | -20.6% | -17.9% | -35.8% |
| 1Y | -36.5% | -26.4% | -10.1% | -32.7% |
| 3Y | -28.5% | +55.4% | -83.8% | -41.5% |
| 5Y | -37.4% | +9.8% | -47.2% | -44.6% |
| All | -37.4% | +9.5% | -46.9% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling