+61.3%
HDB vs CPB
-39.9%
+101.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.8% | +2.8% |
| 7D | +13.7% | +3.3% | +10.4% | +13.4% |
| 30D | +15.8% | +19.0% | -3.2% | +14.4% |
| 3M | +9.2% | +0.4% | +8.8% | +9.1% |
| 6M | +3.2% | +13.0% | -9.8% | +2.0% |
| YTD | -29.4% | -12.7% | -16.6% | -28.9% |
| 1Y | -27.9% | -20.9% | -7.0% | -26.9% |
| 3Y | -5.9% | -35.4% | +29.5% | -3.5% |
| 5Y | -23.5% | -32.3% | +8.8% | -22.6% |
| 10Y | +61.3% | -40.5% | +101.9% | +67.3% |
| All | +61.3% | -39.9% | +101.3% | +67.3% |
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