-11.7%
HDB vs COMP
+309.8%
-321.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.2% | +9.7% | +2.3% |
| 7D | +13.3% | -1.8% | +15.1% | +13.4% |
| 30D | +10.2% | -0.8% | +10.9% | +10.0% |
| 3M | +3.6% | -28.1% | +31.7% | +6.2% |
| 6M | -0.5% | +27.0% | -27.5% | -3.1% |
| YTD | -32.4% | -12.8% | -19.6% | -32.9% |
| 1Y | -31.1% | +4.9% | -36.0% | -32.4% |
| All | -11.7% | +309.8% | -321.4% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling