+63.6%
HDB vs CRL
+353.6%
-290.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.1% |
| 7D | +12.7% | -1.7% | +14.4% | +12.8% |
| 30D | +16.6% | +14.6% | +2.0% | +12.8% |
| 3M | +10.8% | +24.8% | -14.0% | +5.0% |
| 6M | +3.8% | +94.7% | -90.8% | -10.9% |
| YTD | -28.9% | +73.4% | -102.3% | -38.1% |
| 1Y | -28.0% | +104.7% | -132.6% | -39.6% |
| 3Y | -7.2% | +101.1% | -108.2% | -26.6% |
| 5Y | -22.2% | -10.8% | -11.5% | -23.0% |
| 10Y | +63.6% | +358.8% | -295.2% | -9.7% |
| All | +63.6% | +353.6% | -290.1% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling