-22.2%
HDB vs COO
-40.4%
+18.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.3% |
| 7D | +2.7% | +0.5% | +2.3% | +2.6% |
| 30D | +14.1% | +14.2% | 0.0% | +10.6% |
| 3M | +11.8% | -18.2% | +30.0% | +16.8% |
| 6M | +8.2% | +5.3% | +2.8% | +6.0% |
| YTD | -29.3% | -23.6% | -5.8% | -25.4% |
| 1Y | -28.8% | -12.7% | -16.1% | -27.2% |
| 3Y | -7.5% | -24.2% | +16.7% | -5.5% |
| All | -22.2% | -40.4% | +18.2% | -16.0% |
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