+62.2%
COP vs HDB
-29.3%
+91.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.3% |
| 7D | +3.4% | +4.1% | -0.7% | +4.5% |
| 30D | -0.6% | +13.0% | -13.6% | +2.7% |
| 3M | +10.8% | +11.3% | -0.5% | +14.0% |
| 6M | +19.6% | +6.9% | +12.7% | +22.8% |
| YTD | +52.9% | -29.6% | +82.6% | +47.8% |
| 1Y | +62.2% | -29.5% | +91.7% | +56.9% |
| All | +62.2% | -29.3% | +91.5% | +56.9% |
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