+1,359.4%
COP vs HDB
+4,142.9%
-2,783.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.1% |
| 7D | -11.5% | +13.3% | -24.9% | -14.9% |
| 30D | +5.0% | +13.6% | -8.6% | +0.8% |
| 3M | +17.5% | +5.8% | +11.7% | +14.9% |
| 6M | +16.2% | -1.9% | +18.1% | +15.4% |
| YTD | +48.8% | -31.2% | +80.0% | +62.7% |
| 1Y | +64.1% | -29.6% | +93.7% | +78.1% |
| 3Y | +25.7% | -10.1% | +35.8% | +23.8% |
| 5Y | +114.4% | -24.3% | +138.7% | +117.7% |
| 10Y | +331.7% | +59.3% | +272.4% | +238.8% |
| All | +1,359.4% | +4,142.9% | -2,783.5% | +551.9% |
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 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