+604.2%
COST vs HDB
+32.9%
+571.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -2.5% | -6.2% | +3.7% | -1.5% |
| 30D | -4.4% | -6.2% | +1.8% | -3.5% |
| 3M | -8.1% | -5.9% | -2.2% | -7.4% |
| 6M | -9.2% | -25.9% | +16.7% | -5.1% |
| YTD | +5.1% | -40.2% | +45.3% | +13.7% |
| 1Y | -5.1% | -38.0% | +32.9% | +2.0% |
| 3Y | +70.4% | -30.5% | +100.8% | +77.8% |
| 5Y | +104.7% | -38.1% | +142.8% | +114.7% |
| All | +604.2% | +32.9% | +571.3% | +562.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling