+125.7%
EEM vs HDB
+32.9%
+92.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.8% |
| 7D | -0.7% | -6.2% | +5.5% | +1.4% |
| 30D | +2.4% | -6.2% | +8.6% | +4.5% |
| 3M | +4.2% | -5.9% | +10.0% | +5.6% |
| 6M | +14.8% | -25.9% | +40.7% | +25.9% |
| YTD | +23.1% | -40.2% | +63.3% | +44.9% |
| 1Y | +32.5% | -38.0% | +70.5% | +53.7% |
| 3Y | +85.9% | -30.5% | +116.4% | +103.4% |
| 5Y | +43.6% | -38.1% | +81.7% | +60.4% |
| All | +125.7% | +32.9% | +92.8% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling