-23.8%
HDB vs COMP
+215.9%
-239.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.5% |
| 7D | +0.4% | +1.4% | -0.9% | +0.3% |
| 30D | -2.8% | -13.3% | +10.5% | -1.8% |
| 3M | -3.5% | +41.1% | -44.7% | -6.3% |
| 6M | -24.7% | +17.2% | -41.9% | -26.5% |
| YTD | -36.6% | +5.2% | -41.8% | -37.9% |
| 1Y | -34.4% | +18.9% | -53.3% | -36.4% |
| All | -23.8% | +215.9% | -239.7% | -38.4% |
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