+31.4%
CORZ vs HDB
-34.6%
+66.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | +8.4% | +0.4% | +7.9% | +8.3% |
| 30D | -17.8% | -2.8% | -15.0% | -17.4% |
| 3M | -35.9% | -3.5% | -32.4% | -36.7% |
| 6M | +12.9% | -24.7% | +37.7% | +12.0% |
| YTD | +22.9% | -36.6% | +59.4% | +18.7% |
| 1Y | +31.4% | -34.4% | +65.7% | +27.7% |
| All | +31.4% | -34.6% | +66.0% | +27.7% |
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