+3,005.0%
COST vs HDB
+3,812.1%
-807.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -3.1% | +0.4% | -3.6% | -3.2% |
| 30D | -2.8% | -2.8% | 0.0% | -2.3% |
| 3M | -5.7% | -3.5% | -2.1% | -5.3% |
| 6M | -8.8% | -24.7% | +16.0% | -4.4% |
| YTD | +6.7% | -36.6% | +43.2% | +15.2% |
| 1Y | -3.6% | -34.4% | +30.7% | +3.3% |
| 3Y | +75.1% | -24.4% | +99.5% | +80.9% |
| 5Y | +108.9% | -35.4% | +144.3% | +119.7% |
| 10Y | +586.2% | +39.5% | +546.6% | +499.7% |
| All | +3,005.0% | +3,812.1% | -807.1% | +1,257.3% |
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