-23.5%
HDB vs CRL
-6.0%
-17.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.7% | -2.0% | +2.1% |
| 7D | +13.7% | +4.4% | +9.3% | +13.0% |
| 30D | +15.8% | +17.1% | -1.2% | +13.2% |
| 3M | +9.2% | +32.1% | -22.9% | +4.9% |
| 6M | +3.2% | +98.9% | -95.8% | -6.4% |
| YTD | -29.4% | +77.1% | -106.5% | -35.3% |
| 1Y | -27.9% | +110.3% | -138.2% | -35.6% |
| 3Y | -5.9% | +108.5% | -114.4% | -19.4% |
| 5Y | -23.5% | -7.9% | -15.6% | -23.0% |
| All | -23.5% | -6.0% | -17.5% | -23.0% |
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