+310.1%
COP vs HDB
+61.4%
+248.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.6% |
| 7D | -6.1% | +12.7% | -18.8% | -9.5% |
| 30D | +1.1% | +16.6% | -15.5% | -3.7% |
| 3M | +10.9% | +10.8% | +0.2% | +7.0% |
| 6M | +20.8% | +3.8% | +16.9% | +17.8% |
| YTD | +48.0% | -28.9% | +76.9% | +62.7% |
| 1Y | +58.5% | -28.0% | +86.5% | +73.3% |
| 3Y | +28.1% | -7.2% | +35.3% | +23.8% |
| 5Y | +120.5% | -22.2% | +142.7% | +122.7% |
| 10Y | +310.1% | +63.6% | +246.6% | +190.3% |
| All | +310.1% | +61.4% | +248.8% | +190.3% |
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 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