-29.6%
HDB vs CP
+32.2%
-61.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.3% |
| 7D | +13.3% | +2.8% | +10.6% | +12.4% |
| 30D | +13.6% | +10.2% | +3.3% | +10.1% |
| 3M | +5.8% | +2.4% | +3.4% | +4.8% |
| 6M | -1.9% | +7.7% | -9.6% | -4.5% |
| YTD | -31.2% | +26.0% | -57.2% | -35.8% |
| 1Y | -29.6% | +34.6% | -64.2% | -34.3% |
| All | -29.6% | +32.2% | -61.7% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling