+33.7%
HDB vs CPB
-44.2%
+77.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.8% |
| 7D | -4.9% | -8.0% | +3.1% | -4.3% |
| 30D | -5.8% | -2.4% | -3.4% | -5.7% |
| 3M | -5.2% | +0.5% | -5.7% | -5.4% |
| 6M | -25.7% | -10.5% | -15.2% | -25.2% |
| YTD | -39.6% | -17.5% | -22.0% | -38.9% |
| 1Y | -36.9% | -31.0% | -5.9% | -35.4% |
| 3Y | -29.7% | -40.6% | +10.9% | -27.5% |
| 5Y | -37.8% | -37.7% | 0.0% | -36.6% |
| 10Y | +33.7% | -43.4% | +77.2% | +39.9% |
| All | +33.7% | -44.2% | +77.9% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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