-30.4%
HDB vs COMP
-52.0%
+21.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.7% | -9.0% | +0.8% |
| 7D | +13.3% | +13.4% | -0.1% | +12.0% |
| 30D | +13.6% | +11.1% | +2.5% | +12.3% |
| 3M | +5.8% | -18.8% | +24.6% | +7.3% |
| 6M | -1.9% | +10.5% | -12.4% | -3.4% |
| YTD | -31.2% | -3.4% | -27.8% | -32.1% |
| 1Y | -29.6% | +19.7% | -49.3% | -31.7% |
| 3Y | -10.1% | +381.6% | -391.7% | -25.6% |
| 5Y | -24.3% | -17.6% | -6.7% | -29.7% |
| All | -30.4% | -52.0% | +21.6% | -29.1% |
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