+186.4%
COP vs HDB
-35.4%
+221.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | +3.0% | +0.4% | +2.6% | +3.0% |
| 30D | +17.5% | -2.8% | +20.3% | +17.7% |
| 3M | +13.4% | -3.5% | +16.9% | +13.3% |
| 6M | +17.7% | -24.7% | +42.5% | +21.1% |
| YTD | +46.6% | -36.6% | +83.1% | +54.5% |
| 1Y | +44.6% | -34.4% | +79.0% | +51.4% |
| 3Y | +20.7% | -24.4% | +45.1% | +22.2% |
| All | +186.4% | -35.4% | +221.8% | +202.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling