+45.4%
COF vs HDB
-38.6%
+84.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.3% |
| 7D | -6.1% | -6.2% | +0.1% | -3.5% |
| 30D | -5.2% | -6.2% | +1.1% | -2.6% |
| 3M | +17.0% | -5.9% | +22.9% | +19.4% |
| 6M | +12.9% | -25.9% | +38.8% | +26.8% |
| YTD | -13.5% | -40.2% | +26.7% | +5.9% |
| 1Y | -5.9% | -38.0% | +32.1% | +13.3% |
| 3Y | +117.1% | -30.5% | +147.6% | +144.0% |
| 5Y | +45.4% | -38.1% | +83.5% | +65.8% |
| All | +45.4% | -38.6% | +84.0% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling