-37.4%
HDB vs CRL
-37.4%
0.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.7% |
| 7D | -2.0% | -0.6% | -1.5% | -2.0% |
| 30D | -4.9% | +5.0% | -9.8% | -5.5% |
| 3M | -2.3% | +50.6% | -52.9% | -7.5% |
| 6M | -23.7% | +60.9% | -84.6% | -28.7% |
| YTD | -38.5% | +40.7% | -79.2% | -41.7% |
| 1Y | -36.5% | +73.3% | -109.8% | -41.6% |
| 3Y | -28.5% | +40.6% | -69.0% | -34.1% |
| 5Y | -37.4% | -37.0% | -0.4% | -37.2% |
| All | -37.4% | -37.4% | 0.0% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling