-35.7%
HDB vs CP
+32.0%
-67.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | +0.4% | -2.7% | +3.1% | +1.3% |
| 30D | -2.8% | +0.2% | -3.0% | -2.9% |
| 3M | -3.5% | +2.6% | -6.1% | -4.5% |
| 6M | -24.7% | +6.0% | -30.7% | -26.4% |
| YTD | -36.6% | +24.9% | -61.5% | -41.3% |
| 1Y | -34.4% | +20.1% | -54.5% | -38.6% |
| 3Y | -24.4% | +16.4% | -40.8% | -29.6% |
| All | -35.7% | +32.0% | -67.8% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling