-35.8%
HDB vs COMP
-47.7%
+11.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.7% |
| 3M | -3.5% | +41.1% | -44.7% | -6.6% |
| 6M | -24.7% | +17.2% | -41.9% | -26.4% |
| YTD | -36.6% | +5.2% | -41.8% | -37.7% |
| 1Y | -34.4% | +18.9% | -53.3% | -36.4% |
| 3Y | -24.4% | +215.9% | -240.3% | -35.1% |
| 5Y | -35.4% | -31.2% | -4.2% | -38.9% |
| All | -35.8% | -47.7% | +11.9% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling