+3,511.6%
COR vs HDB
+4,142.9%
-631.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.1% |
| 7D | +0.8% | +13.3% | -12.5% | -1.4% |
| 30D | +5.1% | +13.6% | -8.4% | +2.8% |
| 3M | +2.8% | +5.8% | -2.9% | +1.7% |
| 6M | +32.5% | -1.9% | +34.4% | +32.5% |
| YTD | -0.7% | -31.2% | +30.5% | +5.4% |
| 1Y | -6.7% | -29.6% | +22.9% | -1.5% |
| 3Y | +73.7% | -10.1% | +83.8% | +73.6% |
| 5Y | +177.9% | -24.3% | +202.2% | +182.3% |
| 10Y | +533.8% | +59.3% | +474.5% | +444.9% |
| All | +3,511.6% | +4,142.9% | -631.3% | +1,928.6% |
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