+3,483.3%
COR vs HDB
+3,812.1%
-328.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.8% |
| 7D | +2.8% | +0.4% | +2.3% | +2.7% |
| 30D | +4.5% | -2.8% | +7.3% | +5.1% |
| 3M | +22.7% | -3.5% | +26.2% | +23.2% |
| 6M | -9.7% | -24.7% | +15.0% | -5.6% |
| YTD | -1.4% | -36.6% | +35.1% | +6.2% |
| 1Y | +13.9% | -34.4% | +48.3% | +21.9% |
| 3Y | +94.0% | -24.4% | +118.4% | +99.9% |
| 5Y | +184.0% | -35.4% | +219.4% | +197.1% |
| 10Y | +406.8% | +39.5% | +367.2% | +346.4% |
| All | +3,483.3% | +3,812.1% | -328.8% | +1,944.2% |
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