+3,769.4%
HDB vs CRL
+886.3%
+2,883.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | 0.0% |
| 7D | +0.4% | -1.0% | +1.5% | +0.7% |
| 30D | -2.8% | +10.7% | -13.5% | -5.8% |
| 3M | -3.5% | +55.3% | -58.8% | -15.8% |
| 6M | -24.7% | +60.7% | -85.4% | -35.6% |
| YTD | -36.6% | +44.6% | -81.2% | -44.5% |
| 1Y | -34.4% | +77.7% | -112.1% | -46.5% |
| 3Y | -24.4% | +37.6% | -62.0% | -38.0% |
| 5Y | -35.4% | -35.8% | +0.5% | -33.6% |
| 10Y | +39.5% | +241.7% | -202.2% | -27.7% |
| All | +3,769.4% | +886.3% | +2,883.1% | +1,150.7% |
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