+1,340.2%
COP vs HDB
+4,256.0%
-2,915.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -2.1% |
| 7D | -8.4% | +13.7% | -22.1% | -12.0% |
| 30D | +0.3% | +15.8% | -15.6% | -4.2% |
| 3M | +15.1% | +9.2% | +5.9% | +11.5% |
| 6M | +19.8% | +3.2% | +16.6% | +17.1% |
| YTD | +46.8% | -29.4% | +76.2% | +59.3% |
| 1Y | +59.7% | -27.9% | +87.7% | +72.2% |
| 3Y | +28.7% | -5.9% | +34.6% | +25.0% |
| 5Y | +110.7% | -23.5% | +134.2% | +113.4% |
| 10Y | +298.3% | +61.3% | +237.0% | +211.4% |
| All | +1,340.2% | +4,256.0% | -2,915.8% | +538.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling