-36.5%
HDB vs CPB
-31.9%
-4.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.0% |
| 7D | -2.0% | -8.2% | +6.2% | -1.9% |
| 30D | -4.9% | -5.6% | +0.7% | -4.8% |
| 3M | -2.3% | +3.0% | -5.3% | -2.6% |
| 6M | -23.7% | -12.7% | -11.0% | -23.5% |
| YTD | -38.5% | -18.0% | -20.5% | -38.3% |
| 1Y | -36.5% | -31.7% | -4.7% | -36.9% |
| All | -36.5% | -31.9% | -4.6% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling