+4,208.5%
HDB vs CRL
+1,108.0%
+3,100.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.7% | -2.0% | +1.3% |
| 7D | +13.7% | +4.4% | +9.3% | +11.9% |
| 30D | +15.8% | +17.1% | -1.2% | +9.8% |
| 3M | +9.2% | +32.1% | -22.9% | -0.4% |
| 6M | +3.2% | +98.9% | -95.8% | -17.4% |
| YTD | -29.4% | +77.1% | -106.5% | -42.3% |
| 1Y | -27.9% | +110.3% | -138.2% | -44.2% |
| 3Y | -5.9% | +108.5% | -114.4% | -32.8% |
| 5Y | -23.5% | -7.9% | -15.6% | -30.4% |
| 10Y | +61.3% | +368.9% | -307.6% | -24.9% |
| All | +4,208.5% | +1,108.0% | +3,100.5% | +1,199.9% |
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