+4,096.6%
HDB vs CPB
+72.5%
+4,024.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.2% |
| 7D | +13.3% | +8.0% | +5.4% | +10.8% |
| 30D | +13.6% | +22.4% | -8.8% | +6.7% |
| 3M | +5.8% | +2.5% | +3.2% | +4.3% |
| 6M | -1.9% | +12.2% | -14.1% | -6.4% |
| YTD | -31.2% | -12.8% | -18.4% | -29.4% |
| 1Y | -29.6% | -19.2% | -10.4% | -26.1% |
| 3Y | -10.1% | -35.6% | +25.5% | -1.0% |
| 5Y | -24.3% | -31.4% | +7.1% | -21.0% |
| 10Y | +59.3% | -37.9% | +97.2% | +58.8% |
| All | +4,096.6% | +72.5% | +4,024.1% | +2,443.8% |
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