+3,769.4%
HDB vs CPB
+59.4%
+3,710.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.6% |
| 7D | +0.4% | -8.6% | +9.0% | +3.1% |
| 30D | -2.8% | -7.2% | +4.4% | -0.8% |
| 3M | -3.5% | +0.9% | -4.4% | -4.5% |
| 6M | -24.7% | -11.8% | -12.9% | -22.6% |
| YTD | -36.6% | -19.4% | -17.2% | -33.1% |
| 1Y | -34.4% | -30.4% | -4.0% | -27.8% |
| 3Y | -24.4% | -40.2% | +15.8% | -14.7% |
| 5Y | -35.4% | -39.5% | +4.2% | -29.4% |
| 10Y | +39.5% | -47.4% | +86.9% | +50.1% |
| All | +3,769.4% | +59.4% | +3,710.0% | +2,311.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling