+219.9%
HDB vs CG
+351.2%
-131.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | +0.4% | -4.3% | +4.8% | +1.6% |
| 30D | -2.8% | -5.1% | +2.3% | -1.6% |
| 3M | -3.5% | +8.7% | -12.2% | -6.1% |
| 6M | -24.7% | -9.2% | -15.5% | -23.2% |
| YTD | -36.6% | -18.9% | -17.7% | -33.7% |
| 1Y | -34.4% | -25.6% | -8.7% | -30.1% |
| 3Y | -24.4% | +57.3% | -81.7% | -38.3% |
| 5Y | -35.4% | +10.2% | -45.5% | -43.2% |
| 10Y | +39.5% | +364.2% | -324.7% | -21.9% |
| All | +219.9% | +351.2% | -131.2% | +69.6% |
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 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