-10.1%
HDB vs CPB
-36.0%
+25.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.9% |
| 7D | +13.3% | +8.0% | +5.4% | +12.9% |
| 30D | +13.6% | +22.4% | -8.8% | +12.6% |
| 3M | +5.8% | +2.5% | +3.2% | +5.6% |
| 6M | -1.9% | +12.2% | -14.1% | -2.7% |
| YTD | -31.2% | -12.8% | -18.4% | -30.7% |
| 1Y | -29.6% | -19.2% | -10.4% | -28.8% |
| 3Y | -10.1% | -35.6% | +25.5% | -7.6% |
| All | -10.1% | -36.0% | +25.9% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling