+3,656.4%
COST vs HDB
+4,259.4%
-603.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +5.0% | +2.7% | +2.3% | +4.5% |
| 30D | +12.8% | +14.1% | -1.3% | +10.1% |
| 3M | +15.2% | +11.8% | +3.4% | +12.6% |
| 6M | +7.4% | +8.2% | -0.8% | +5.4% |
| YTD | +29.0% | -29.3% | +58.3% | +36.4% |
| 1Y | +20.3% | -28.8% | +49.1% | +26.9% |
| 3Y | +99.0% | -7.5% | +106.5% | +97.9% |
| 5Y | +125.7% | -23.1% | +148.7% | +129.6% |
| 10Y | +775.3% | +63.7% | +711.6% | +641.7% |
| All | +3,656.4% | +4,259.4% | -603.0% | +1,507.1% |
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