+4,243.5%
HDB vs CRL
+1,071.6%
+3,171.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +6.9% | +5.0% | +1.9% | +5.3% |
| 30D | +15.2% | +13.5% | +1.7% | +10.2% |
| 3M | +11.7% | +21.5% | -9.8% | +4.4% |
| 6M | +7.5% | +103.4% | -95.9% | -14.5% |
| YTD | -28.8% | +71.8% | -100.6% | -41.3% |
| 1Y | -29.1% | +97.5% | -126.6% | -44.1% |
| 3Y | -7.0% | +99.2% | -106.3% | -32.7% |
| 5Y | -22.1% | -12.1% | -9.9% | -28.0% |
| 10Y | +64.9% | +359.2% | -294.3% | -22.9% |
| All | +4,243.5% | +1,071.6% | +3,171.9% | +1,221.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling