+33.7%
HDB vs CRL
+244.4%
-210.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -4.9% | -4.6% | -0.3% | -3.9% |
| 30D | -5.8% | +0.5% | -6.3% | -6.0% |
| 3M | -5.2% | +46.6% | -51.8% | -12.9% |
| 6M | -25.7% | +57.3% | -83.0% | -33.2% |
| YTD | -39.6% | +39.5% | -79.1% | -44.6% |
| 1Y | -36.9% | +76.9% | -113.8% | -45.5% |
| 3Y | -29.7% | +39.4% | -69.1% | -39.0% |
| 5Y | -37.8% | -37.2% | -0.6% | -32.5% |
| 10Y | +33.7% | +253.4% | -219.7% | -21.1% |
| All | +33.7% | +244.4% | -210.7% | -21.1% |
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