-28.5%
HDB vs COMP
-52.0%
+23.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +14.1% | +16.6% | -2.4% | +12.4% |
| 3M | +11.8% | -23.5% | +35.3% | +14.1% |
| 6M | +8.2% | +25.7% | -17.6% | +5.4% |
| YTD | -29.3% | -3.4% | -25.9% | -30.2% |
| 1Y | -28.8% | +7.6% | -36.4% | -30.4% |
| 3Y | -7.5% | +423.6% | -431.1% | -24.0% |
| 5Y | -23.1% | -10.6% | -12.5% | -29.0% |
| All | -28.5% | -52.0% | +23.5% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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