+369.9%
COF vs HDB
+3,694.0%
-3,324.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.5% | -1.1% |
| 7D | +1.2% | -2.0% | +3.3% | +2.3% |
| 30D | -1.4% | -4.9% | +3.5% | +1.0% |
| 3M | +19.0% | -2.3% | +21.3% | +19.7% |
| 6M | +14.9% | -23.7% | +38.6% | +30.1% |
| YTD | -10.7% | -38.5% | +27.8% | +12.2% |
| 1Y | -1.3% | -36.5% | +35.2% | +21.7% |
| 3Y | +124.3% | -28.5% | +152.8% | +153.5% |
| 5Y | +51.1% | -37.4% | +88.5% | +78.9% |
| 10Y | +252.4% | +34.0% | +218.3% | +169.7% |
| All | +369.9% | +3,694.0% | -3,324.1% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling