+104.4%
COST vs HDB
-38.7%
+143.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.5% |
| 7D | -2.8% | -4.9% | +2.1% | -2.0% |
| 30D | -5.3% | -5.8% | +0.6% | -4.3% |
| 3M | -6.7% | -5.2% | -1.5% | -6.1% |
| 6M | -9.9% | -25.7% | +15.8% | -5.6% |
| YTD | +5.1% | -39.6% | +44.7% | +14.4% |
| 1Y | -7.3% | -36.9% | +29.6% | 0.0% |
| 3Y | +70.4% | -29.7% | +100.1% | +78.0% |
| 5Y | +104.4% | -37.8% | +142.2% | +112.0% |
| All | +104.4% | -38.7% | +143.1% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling