+61.3%
HDB vs CP
+261.0%
-199.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.6% | +1.9% |
| 7D | +13.7% | +2.8% | +10.9% | +12.5% |
| 30D | +15.8% | +11.3% | +4.5% | +10.9% |
| 3M | +9.2% | +2.9% | +6.4% | +7.8% |
| 6M | +3.2% | +9.8% | -6.6% | -1.0% |
| YTD | -29.4% | +28.5% | -57.9% | -36.6% |
| 1Y | -27.9% | +33.5% | -61.4% | -36.3% |
| 3Y | -5.9% | +31.9% | -37.8% | -18.3% |
| 5Y | -23.5% | +25.5% | -49.0% | -33.5% |
| 10Y | +61.3% | +257.6% | -196.2% | -7.9% |
| All | +61.3% | +261.0% | -199.7% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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