-5.1%
COF vs HDB
-32.8%
+27.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.6% | -6.7% | -3.0% |
| 7D | +0.7% | +12.9% | -12.2% | -3.6% |
| 30D | +5.7% | +10.0% | -4.3% | +2.1% |
| 3M | -6.7% | +1.8% | -8.5% | -7.4% |
| 6M | +9.5% | -2.1% | +11.6% | +9.4% |
| YTD | -13.9% | -33.4% | +19.5% | -10.4% |
| 1Y | -5.1% | -32.9% | +27.8% | -1.5% |
| All | -5.1% | -32.8% | +27.8% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1y: compounded portfolio wealth divided by compounded HDB 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…
1y analysis · Full analysis span regression · 6 months rolling