+3,608.8%
COST vs HDB
+4,239.1%
-630.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +2.5% | +4.1% | -1.6% | +1.7% |
| 30D | +14.6% | +13.0% | +1.6% | +12.0% |
| 3M | +15.2% | +11.3% | +3.9% | +12.8% |
| 6M | +7.2% | +6.9% | +0.3% | +5.4% |
| YTD | +27.4% | -29.6% | +57.0% | +34.8% |
| 1Y | +20.2% | -29.5% | +49.7% | +27.1% |
| 3Y | +96.9% | -8.1% | +105.0% | +96.0% |
| 5Y | +122.8% | -23.4% | +146.2% | +126.9% |
| 10Y | +764.3% | +62.9% | +701.3% | +632.9% |
| All | +3,608.8% | +4,239.1% | -630.3% | +1,488.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling