+44.6%
COP vs HDB
-34.6%
+79.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.2% |
| 7D | +3.0% | +0.4% | +2.6% | +3.1% |
| 30D | +17.5% | -2.8% | +20.3% | +16.5% |
| 3M | +13.4% | -3.5% | +16.9% | +13.1% |
| 6M | +17.7% | -24.7% | +42.5% | +12.4% |
| YTD | +46.6% | -36.6% | +83.1% | +37.3% |
| 1Y | +44.6% | -34.4% | +79.0% | +34.3% |
| All | +44.6% | -34.6% | +79.2% | +34.3% |
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