-3.1%
COR vs HDB
-29.3%
+26.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | 0.0% |
| 7D | +2.9% | +4.1% | -1.2% | +2.4% |
| 30D | +5.8% | +13.0% | -7.1% | +4.3% |
| 3M | +11.4% | +11.3% | +0.2% | +9.9% |
| 6M | +34.5% | +6.9% | +27.5% | +32.7% |
| YTD | +4.1% | -29.6% | +33.7% | +4.0% |
| 1Y | -3.1% | -29.5% | +26.4% | -3.3% |
| All | -3.1% | -29.3% | +26.2% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling