-29.6%
HDB vs COMP
+16.2%
-45.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.7% | -9.0% | +0.2% |
| 7D | +13.3% | +13.4% | -0.1% | +11.1% |
| 30D | +13.6% | +11.1% | +2.5% | +11.3% |
| 3M | +5.8% | -18.8% | +24.6% | +8.1% |
| 6M | -1.9% | +10.5% | -12.4% | -4.4% |
| YTD | -31.2% | -3.4% | -27.8% | -34.4% |
| 1Y | -29.6% | +19.7% | -49.3% | -32.1% |
| All | -29.6% | +16.2% | -45.7% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling