+4,208.5%
HDB vs CPB
+72.6%
+4,135.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.8% | +3.0% |
| 7D | +13.7% | +3.3% | +10.4% | +12.6% |
| 30D | +15.8% | +19.0% | -3.2% | +9.8% |
| 3M | +9.2% | +0.4% | +8.8% | +8.4% |
| 6M | +3.2% | +13.0% | -9.8% | -1.8% |
| YTD | -29.4% | -12.7% | -16.6% | -27.5% |
| 1Y | -27.9% | -20.9% | -7.0% | -23.8% |
| 3Y | -5.9% | -35.4% | +29.5% | +3.6% |
| 5Y | -23.5% | -32.3% | +8.8% | -19.7% |
| 10Y | +61.3% | -40.5% | +101.9% | +65.1% |
| All | +4,208.5% | +72.6% | +4,135.8% | +2,510.7% |
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