+323.5%
CORZ vs HDB
-3.8%
+327.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.2% | +10.8% | +10.9% |
| 7D | +14.2% | +6.9% | +7.2% | +13.3% |
| 30D | -3.0% | +15.2% | -18.2% | -4.7% |
| 3M | -26.3% | +11.7% | -38.0% | -27.3% |
| 6M | -36.5% | +7.5% | -44.0% | -37.6% |
| YTD | +0.1% | -28.8% | +28.9% | +1.5% |
| 1Y | -15.9% | -29.1% | +13.2% | -14.7% |
| All | +323.5% | -3.8% | +327.4% | +369.9% |
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