+140.4%
EFA vs HDB
+32.9%
+107.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.5% |
| 7D | -2.4% | -6.2% | +3.8% | -0.5% |
| 30D | -2.2% | -6.2% | +4.0% | -0.5% |
| 3M | +5.7% | -5.9% | +11.5% | +7.1% |
| 6M | +8.2% | -25.9% | +34.1% | +17.3% |
| YTD | +11.8% | -40.2% | +52.0% | +28.8% |
| 1Y | +18.3% | -38.0% | +56.3% | +34.6% |
| 3Y | +64.9% | -30.5% | +95.4% | +78.4% |
| 5Y | +52.4% | -38.1% | +90.5% | +67.6% |
| All | +140.4% | +32.9% | +107.5% | +109.1% |
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