-28.5%
HDB vs COMP
-49.2%
+20.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +2.2% |
| 7D | +13.7% | +14.5% | -0.8% | +12.2% |
| 30D | +15.8% | +14.9% | +0.9% | +14.2% |
| 3M | +9.2% | -14.2% | +23.5% | +10.3% |
| 6M | +3.2% | +23.7% | -20.6% | +0.6% |
| YTD | -29.4% | +2.1% | -31.4% | -30.6% |
| 1Y | -27.9% | +26.2% | -54.1% | -30.5% |
| 3Y | -5.9% | +470.9% | -476.8% | -23.3% |
| 5Y | -23.5% | -14.0% | -9.5% | -29.1% |
| All | -28.5% | -49.2% | +20.7% | -27.6% |
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