+52.4%
COP vs HDB
-36.7%
+89.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | -0.2% |
| 7D | -0.8% | -2.0% | +1.2% | -1.4% |
| 30D | +15.6% | -4.9% | +20.5% | +14.1% |
| 3M | +14.3% | -2.3% | +16.6% | +14.5% |
| 6M | +17.0% | -23.7% | +40.7% | +11.6% |
| YTD | +47.4% | -38.5% | +85.9% | +37.3% |
| 1Y | +52.4% | -36.5% | +88.9% | +41.7% |
| All | +52.4% | -36.7% | +89.1% | +41.7% |
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