+241.9%
CORZ vs HDB
-7.1%
+248.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.6% | +3.1% |
| 7D | -11.2% | +13.3% | -24.6% | -12.7% |
| 30D | -26.2% | +13.6% | -39.8% | -27.4% |
| 3M | -44.1% | +5.8% | -49.9% | -44.5% |
| 6M | -52.3% | -1.9% | -50.3% | -52.4% |
| YTD | -19.2% | -31.2% | +12.0% | -17.8% |
| 1Y | -42.9% | -29.6% | -13.3% | -42.0% |
| All | +241.9% | -7.1% | +248.9% | +280.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling