-25.3%
HDB vs CG
-22.2%
-3.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +1.9% |
| 7D | +13.3% | -1.2% | +14.5% | +13.6% |
| 30D | +13.6% | +5.0% | +8.5% | +12.1% |
| 3M | +5.8% | -18.2% | +24.0% | +10.4% |
| 6M | -1.9% | -20.7% | +18.8% | +2.9% |
| YTD | -31.2% | -31.4% | +0.2% | -25.8% |
| 1Y | -29.6% | -22.3% | -7.3% | -26.4% |
| 3Y | -10.1% | +50.2% | -60.3% | -26.9% |
| All | -25.3% | -22.2% | -3.2% | -26.0% |
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