+486.6%
COR vs HDB
+61.4%
+425.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +2.4% | +12.7% | -10.3% | +0.1% |
| 30D | +7.7% | +16.6% | -8.9% | +4.5% |
| 3M | +7.5% | +10.8% | -3.3% | +5.3% |
| 6M | +34.1% | +3.8% | +30.3% | +32.6% |
| YTD | +3.9% | -28.9% | +32.8% | +10.1% |
| 1Y | -3.6% | -28.0% | +24.3% | +1.8% |
| 3Y | +80.5% | -7.2% | +87.7% | +78.8% |
| 5Y | +194.9% | -22.2% | +217.1% | +198.3% |
| 10Y | +486.6% | +63.6% | +423.1% | +433.9% |
| All | +486.6% | +61.4% | +425.2% | +433.9% |
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 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