+259.1%
HDB vs CG
+295.0%
-35.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.5% |
| 7D | +6.9% | -3.8% | +10.8% | +7.9% |
| 30D | +15.2% | +7.5% | +7.7% | +12.7% |
| 3M | +11.7% | -14.4% | +26.1% | +16.0% |
| 6M | +7.5% | -15.7% | +23.2% | +11.8% |
| YTD | -28.8% | -29.0% | +0.2% | -23.0% |
| 1Y | -29.1% | -22.1% | -7.0% | -25.4% |
| 3Y | -7.0% | +49.1% | -56.2% | -23.3% |
| 5Y | -22.1% | -18.4% | -3.7% | -25.3% |
| 10Y | +64.9% | +295.1% | -230.2% | -3.6% |
| All | +259.1% | +295.0% | -35.9% | +96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling