-35.7%
HDB vs COO
-38.8%
+3.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +0.4% | -2.2% | +2.7% | +1.0% |
| 30D | -2.8% | -7.0% | +4.2% | -1.1% |
| 3M | -3.5% | +12.2% | -15.7% | -6.5% |
| 6M | -24.7% | -15.1% | -9.6% | -22.0% |
| YTD | -36.6% | -15.1% | -21.5% | -34.4% |
| 1Y | -34.4% | +2.3% | -36.7% | -35.3% |
| 3Y | -24.4% | -23.7% | -0.7% | -21.6% |
| All | -35.7% | -38.8% | +3.0% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling