-41.3%
CORZ vs HDB
-32.8%
-8.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +5.6% | -15.9% | -11.1% |
| 7D | -14.9% | +12.9% | -27.8% | -16.6% |
| 30D | -23.1% | +10.0% | -33.2% | -24.3% |
| 3M | -44.1% | +1.8% | -45.9% | -44.2% |
| 6M | -39.5% | -2.1% | -37.4% | -40.4% |
| YTD | -12.4% | -33.4% | +21.1% | -18.6% |
| 1Y | -41.3% | -32.9% | -8.4% | -46.4% |
| All | -41.3% | -32.8% | -8.5% | -46.4% |
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