-7.5%
HDB vs CP
+36.4%
-43.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | +2.7% | +2.1% | +0.6% | +2.1% |
| 30D | +14.1% | +9.3% | +4.8% | +11.2% |
| 3M | +11.8% | +0.5% | +11.4% | +11.6% |
| 6M | +8.2% | +10.4% | -2.3% | +4.9% |
| YTD | -29.3% | +28.7% | -58.0% | -34.4% |
| 1Y | -28.8% | +33.2% | -62.0% | -34.6% |
| 3Y | -7.5% | +38.4% | -45.9% | -19.1% |
| All | -7.5% | +36.4% | -43.9% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling