+325.1%
COP vs HDB
+34.0%
+291.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.5% |
| 7D | -0.8% | -2.0% | +1.2% | -0.2% |
| 30D | +15.6% | -4.9% | +20.5% | +17.3% |
| 3M | +14.3% | -2.3% | +16.6% | +14.1% |
| 6M | +17.0% | -23.7% | +40.7% | +25.5% |
| YTD | +47.4% | -38.5% | +85.9% | +70.1% |
| 1Y | +52.4% | -36.5% | +88.9% | +73.3% |
| 3Y | +20.8% | -28.5% | +49.3% | +28.2% |
| 5Y | +191.7% | -37.4% | +229.1% | +219.3% |
| 10Y | +325.1% | +34.0% | +291.0% | +222.5% |
| All | +325.1% | +34.0% | +291.1% | +222.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling