-10.1%
HDB vs COO
-25.3%
+15.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.1% |
| 7D | +13.3% | +4.7% | +8.6% | +12.5% |
| 30D | +13.6% | +13.9% | -0.3% | +11.3% |
| 3M | +5.8% | -14.9% | +20.7% | +8.0% |
| 6M | -1.9% | +2.0% | -3.9% | -2.5% |
| YTD | -31.2% | -23.9% | -7.3% | -29.2% |
| 1Y | -29.6% | -9.6% | -19.9% | -28.9% |
| 3Y | -10.1% | -25.4% | +15.3% | -9.1% |
| All | -10.1% | -25.3% | +15.2% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling