+475.2%
COR vs HDB
+62.8%
+412.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.1% |
| 7D | +2.9% | +4.1% | -1.2% | +2.1% |
| 30D | +5.8% | +13.0% | -7.1% | +3.4% |
| 3M | +11.4% | +11.3% | +0.2% | +9.0% |
| 6M | +34.5% | +6.9% | +27.5% | +32.2% |
| YTD | +4.1% | -29.6% | +33.7% | +10.5% |
| 1Y | -3.1% | -29.5% | +26.4% | +2.8% |
| 3Y | +80.9% | -8.1% | +89.0% | +79.5% |
| 5Y | +195.1% | -23.4% | +218.5% | +199.5% |
| All | +475.2% | +62.8% | +412.4% | +427.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling