+4,096.6%
HDB vs CP
+3,401.1%
+695.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.7% |
| 7D | +13.3% | +2.8% | +10.6% | +11.8% |
| 30D | +13.6% | +10.2% | +3.3% | +7.9% |
| 3M | +5.8% | +2.4% | +3.4% | +4.2% |
| 6M | -1.9% | +7.7% | -9.6% | -6.1% |
| YTD | -31.2% | +26.0% | -57.2% | -39.6% |
| 1Y | -29.6% | +34.6% | -64.2% | -40.4% |
| 3Y | -10.1% | +26.7% | -36.8% | -23.6% |
| 5Y | -24.3% | +24.9% | -49.2% | -37.0% |
| 10Y | +59.3% | +258.6% | -199.3% | -30.7% |
| All | +4,096.6% | +3,401.1% | +695.5% | +647.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling