+376.6%
EFA vs HDB
+3,731.0%
-3,354.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +2.2% | +2.7% | -0.5% | +1.4% |
| 30D | +1.4% | +14.1% | -12.8% | -2.9% |
| 3M | -4.2% | +11.8% | -16.0% | -7.9% |
| 6M | +1.9% | +8.2% | -6.3% | -1.4% |
| YTD | +10.2% | -29.3% | +39.5% | +21.6% |
| 1Y | +12.8% | -28.8% | +41.6% | +24.1% |
| 3Y | +65.2% | -7.5% | +72.7% | +63.9% |
| 5Y | +49.8% | -23.1% | +72.9% | +55.2% |
| 10Y | +145.2% | +63.7% | +81.5% | +86.9% |
| All | +376.6% | +3,731.0% | -3,354.3% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling