+1,337.9%
COP vs HDB
+3,812.1%
-2,474.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.9% |
| 7D | +3.0% | +0.4% | +2.6% | +2.9% |
| 30D | +17.5% | -2.8% | +20.3% | +18.4% |
| 3M | +13.4% | -3.5% | +16.9% | +13.8% |
| 6M | +17.7% | -24.7% | +42.5% | +26.1% |
| YTD | +46.6% | -36.6% | +83.1% | +65.0% |
| 1Y | +44.6% | -34.4% | +79.0% | +60.8% |
| 3Y | +20.7% | -24.4% | +45.1% | +25.8% |
| 5Y | +185.0% | -35.4% | +220.4% | +205.0% |
| 10Y | +347.0% | +39.5% | +307.4% | +266.3% |
| All | +1,337.9% | +3,812.1% | -2,474.2% | +561.0% |
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