-34.4%
HDB vs COO
+4.1%
-38.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | +0.4% | -2.2% | +2.7% | +0.8% |
| 30D | -2.8% | -7.0% | +4.2% | -1.6% |
| 3M | -3.5% | +12.2% | -15.7% | -5.6% |
| 6M | -24.7% | -15.1% | -9.6% | -25.3% |
| YTD | -36.6% | -15.1% | -21.5% | -37.0% |
| 1Y | -34.4% | +2.3% | -36.7% | -33.6% |
| All | -34.4% | +4.1% | -38.5% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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